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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

A trend-and-temperature check. When bitcoin and stocks trend up without looking overheated, it buys crypto-exposed stocks and leveraged semiconductors; otherwise it sits in T‑Bills. Positions are sized to dial down the most volatile names.
NutHow it works
It checks if bitcoin and the stock market are trending up and not “too hot.” If yes, it buys some mix of Coinbase and bitcoin miners (HUT, IREN) and/or leveraged semiconductors (SOXL), and occasionally TQQQ. If signals aren’t good, it parks in T‑Bills (BIL). It sizes positions so the wildest ones get smaller weights.
CheckmarkValue prop
Out-of-sample edge: 22.4% annualized vs SPY's 16.5%, Sharpe ~1.34 vs ~0.90, max drawdown ~9.6% vs ~18.8%, beta ~0.22, Calmar ~2.33. Regime-based crypto/semiconductor tilt with Treasuries for higher upside and risk control.

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Invest in this strategy
OOS Start Date
Oct 21, 2024
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical allocation, trend-following, crypto-linked equities, semiconductors, leveraged etfs, risk-on/risk-off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SRC- Oct'24-004" has returned 22.42%. 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, crypto, and options.