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Symphonies
Test IBKR Fees
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily contrarian: ranks a set of bull and bear ETFs by a 2‑day “fell‑hard” score (RSI) and buys the 4 weakest. Funds cover tech (Nasdaq‑100), semis, S&P 500, and long‑term Treasuries, plus cash‑like options. Equal‑weight; can flip long or short.
NutHow it works
RSI here is a 2-day speed-of-move score: low = fell hard, high = rose fast. Each day it scans fast-moving funds tied to the Nasdaq-100 (tech), semiconductors, the S&P 500, and long-term US Treasuries—both bull and bear (bear = rises when the index falls)—plus cash-like BIL/BSV. It buys the 4 with the lowest scores, splits money equally, and rebalances daily. Including bear funds lets it flip between bounce (bull) or pullback (bear). Leveraged funds can swing sharply and trade often.
CheckmarkValue prop
Out-of-sample return ~19.1% with beta ~0.55 and Calmar ~0.53—nearly matching S&P upside while delivering lower market beta. Diversified long/short bets across tech, semis, treasuries, plus cash-like hedges offer solid risk-adjusted growth and diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.480.030.19
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
674.23%13.66%-1.77%0.2%0.83
Test IBKR Fees
289.5%8.88%8.66%14.27%0.41
Initial Investment
$10,000.00
Final Value
$38,949.68
Regulatory Fees
$1,171.28
Total Slippage
$4,829.74
Invest in this strategy
OOS Start Date
Dec 1, 2022
Trading Setting
Daily
Type
Stocks
Category
Short-term mean reversion, daily rebalancing, leveraged etfs, long/short us equities, semiconductors, treasuries, high turnover
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X 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.

"Test IBKR Fees" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Test IBKR Fees" is currently allocated toSPXS, SOXS, QIDandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Test IBKR Fees" has returned 22.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Test IBKR Fees" is 35.75%. 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 "Test IBKR Fees", 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.