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Symphonies
Taxable Event Machine | Deez | 23JUL2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily momentum rotation: ranks a broad mix of stock, sector, bond, and commodity ETFs by 45‑day price strength (RSI), buys the top five equally, and rotates as leaders change. Expect frequent trades and potential tax churn in taxable accounts.
NutHow it works
Each day it scores a menu of ETFs: SPY (S&P 500), QQQ (big tech), IWM (small caps), EFA/EEM (foreign stocks), AGG (US bonds), GLD/SLV (gold/silver), USO/UNG (oil/gas), and sectors like XLK (tech), XLE (energy), XLF (financials). The score (RSI) is a 0–100 measure of recent price strength over ~45 days. It buys the top 5 equally, then rechecks and rebalances daily.
CheckmarkValue prop
Out-of-sample data show this strategy reduces downside risk vs SPY (max drawdown ~15% vs ~19%), with Calmar ~0.347 and diversified, adaptive momentum across assets. It aims to protect capital when markets wobble and offer risk-controlled exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.050.520.380.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
163.98%13.79%-2.64%-1.35%0.76
Taxable Event Machine | Deez | 23JUL2023
142.8%12.53%3.66%22.7%0.8
Initial Investment
$10,000.00
Final Value
$24,280.25
Regulatory Fees
$134.19
Total Slippage
$717.36
Invest in this strategy
OOS Start Date
Jul 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum rotation, multi-asset etfs, sector rotation, rsi-based, daily rebalancing, tactical asset allocation
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IWM
iShares Russell 2000 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SLV
iShares Silver Trust
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UNG
United States Natural Gas Fund, LP Unit
Stocks
USO
United States Oil Fund, LP
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 toUSO, XLE, XLU, GLDandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.28%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 14.99%. 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.