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Symphonies
Simons OOS highly diversified portfolio V5b (OOS > 3 months, size < 20 kB)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A very aggressive rules-based strategy that rotates among growth stocks, market hedges, and safety assets, then keeps the 8 sub-strategies with the best recent results.
NutHow it works
This strategy is a “portfolio of trading systems.” First, it checks for signs of extreme market heat or stress. Then it chooses among many mini-strategies that bet on tech, the S&P 500, semiconductors, bonds, gold, the U.S. dollar, volatility, and a managed-futures fund called KMLM. It keeps the 8 mini-strategies that have done best recently, so it constantly shifts toward what has been working.
CheckmarkValue prop
Adaptive, multi-strategy engine targets ~36% annualized out-of-sample returns vs ~16% for the S&P, with exposure to tech, bonds, volatility and managed futures. Higher upside, but larger drawdowns; risk governed by regime switches.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.671.830.320.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
114.17%20.59%-1.04%-0.34%1.28
Simons OOS highly diversified portfolio V5b (OOS > 3 months, size < 20 kB)
4,112.14%150.84%-18.93%-12.66%2.06
Initial Investment
$10,000.00
Final Value
$421,213.58
Regulatory Fees
$1,691.23
Total Slippage
$13,644.15
Invest in this strategy
OOS Start Date
Sep 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Multi-strategy, tactical asset allocation, momentum, trend following, risk management, leveraged etfs, inverse etfs, volatility hedging
Tickers in this symphonyThis symphony trades 79 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXOM, NVO, GE, LLY, SHV, BRK/B, SOXS, PG, MSFT, BILandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.58%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in the symphony, simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.
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Securities products and brokerage services are offered by Composer Securities LLC, a broker-dealer registered with the SEC and member of FINRA / SIPC. Composer Securities LLC and Composer Technologies Inc. are separate but affiliated companies. Accounts are carried and securities execution, clearance and settlement services are provided by Alpaca Securities LLC, and Apex Clearing Corporation, SEC-registered broker-dealers and members of FINRA / SIPC. Alpaca Securities is a wholly-owned subsidiary of AlpacaDB, Inc. Apex Clearing Corporation, is a wholly-owned subsidiary of Apex Fintech Solutions Inc. Check the background of Composer Securities LLC, Alpaca Securities LLC, and Apex Clearing Corporation on FINRA BrokerCheck . This is not an offer, solicitation of an offer, or advice to buy or sell securities or open a brokerage account in any jurisdiction where Composer Securities is not registered. Securities products offered by Composer Securities are not FDIC insured

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