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Symphonies
SRC- Oct'24-004
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, rules‑based rotation into leveraged tech/semis and crypto plays when multiple trend/momentum checks agree; otherwise parks in T‑Bills. Uses RSI and trend filters, then sizes positions by recent volatility to help tame swings.
NutHow it works
It watches risk‑on signals. If the market is calm, it buys TQQQ (3× Nasdaq) on dips. If stocks trend up, semis look healthy (not overheated) and Bitcoin trends up, it buys SOXL (3× semis). If Bitcoin’s trend is strong but not overbought, it buys COIN (Coinbase) and sometimes HUT/IREN (miners). Otherwise it holds BIL (T‑Bills). Uses RSI (hot/cold) and moving averages (trend lines). Splits money across green‑lit ideas, shrinking jumpier ones. Rebalances when weights drift >2%.
CheckmarkValue prop
Out-of-sample results beat the S&P 500 on risk-adjusted returns. OOS annual return 21.36% vs 16.34%; max drawdown 9.63% vs 18.76%; Sharpe 1.35 vs 0.92; Calmar 2.22. Diversified, rules-based sleeves with cash hedges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.350.250.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
76.34%20.9%-0.15%0.4%1.33
SRC- Oct'24-004
217.4%47.19%0.27%2.07%2.46
Initial Investment
$10,000.00
Final Value
$31,739.72
Regulatory Fees
$38.58
Total Slippage
$224.38
Invest in this strategy
OOS Start Date
Oct 21, 2024
Trading Setting
Threshold 2%
Type
Stocks
Category
Leveraged tech, semiconductors, crypto/bitcoin, momentum & trend, mean reversion, risk-on/off, cash/t‑bills, high risk
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
COIN
Coinbase Global, Inc. Class A Common Stock
Stocks
GBTC
Grayscale Bitcoin Trust ETF
Stocks
HUT
Hut 8 Corp. Common Stock
Stocks
IREN
IREN Limited Ordinary Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
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.

"SRC- Oct'24-004" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SRC- Oct'24-004" is currently allocated toBILandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SRC- Oct'24-004" has returned 19.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SRC- Oct'24-004" is 9.63%. 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 "SRC- Oct'24-004", 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.