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

About

A rules-based, risk-managed portfolio that lives in T‑bills and, when conditions are right, adds small tactical tilts: long semiconductors, long China, or a short Nasdaq hedge—using momentum, trend, and volatility checks, sized by recent risk.
NutHow it works
It mostly sits in short‑term Treasuries (BIL/SGOV/SHY). Small, tactical slices turn on when signals align: • SOXL (3x semis) after a strong-but-not-crazy semi up day and easing fear. • SQQQ (3x short Nasdaq) as a hedge if tech looks stretched. • YINN (3x China) on rebound cues. Signals use RSI (a 0–100 momentum score), moving averages (trend), very short‑term % moves, and volatility gauges (UVXY/SVXY). Active slices are smaller if more volatile (inverse‑vol).
CheckmarkValue prop
Out-of-sample Sharpe ~2.65 vs SPY ~0.91; Drawdown ~0.46% vs ~18.8%; Calmar ~16. Core in Treasuries with disciplined tilts (semis, China, Nasdaq hedge) for steadier, resilient growth vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.03000.03
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
128.81%16.41%2.19%5.01%0.98
SRC - Seasonal Oct'24
19.6%3.34%0.33%0.98%1.56
Initial Investment
$10,000.00
Final Value
$11,959.85
Regulatory Fees
$6.32
Total Slippage
$28.72
Invest in this strategy
OOS Start Date
Oct 21, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, momentum and trend filters, leveraged etfs, hedged, risk-managed, global equities, treasuries
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
BDRY
Breakwave Dry Bulk Shipping ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
FXI
iShares China Large-Cap ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SGOV
iShares 0-3 Month Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck 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 - Seasonal Oct'24" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "SRC - Seasonal Oct'24" has returned 7.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SRC - Seasonal Oct'24" is 0.46%. 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 - Seasonal Oct'24", 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.