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Symphonies
Simple Sort
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily momentum rotation. Ranks recent 10‑day strength (RSI), buys the top two equally. Choices span leveraged Nasdaq/S&P, inverse Nasdaq, emerging markets, and managed futures. Expect frequent trades and high volatility.
NutHow it works
Each day, it scores six ETFs on their last 10 trading days using a simple “hot-or-not” gauge (RSI: more recent up days = higher score). It buys the top two and splits 50/50, then repeats daily. Menu: TQQQ/QLD=3x/2x Nasdaq-100; SSO=2x S&P 500; PSQ=-1x (inverse) Nasdaq-100; EEM=emerging markets; KMLM=managed-futures trend fund. Very active and volatile.
CheckmarkValue prop
Out-of-sample: ~26% annual return, Sharpe ~1.0, beta ~0.47, Calmar ~1.40 over 458 days. A diversified, daily momentum rotation across Nasdaq/S&P/EM/futures targets higher risk-adjusted upside with lower market sensitivity than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.470.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
118.19%15.29%1.36%13.5%0.93
Simple Sort
263.72%26.55%-1.89%36.87%1.02
Initial Investment
$10,000.00
Final Value
$36,371.69
Regulatory Fees
$174.97
Total Slippage
$1,114.78
Invest in this strategy
OOS Start Date
Mar 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum etf rotation, daily rebalancing, leveraged etfs, long/short, tech tilt, emerging markets, managed futures
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
EEM
iShares MSCI Emerging Markets ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
SSO
ProShares Ultra S&P500
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"Simple Sort" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simple Sort" is currently allocated toEEMandQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple Sort" has returned 26.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple Sort" is 18.62%. 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 "Simple Sort", 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.