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Symphonies
test rebalancer
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Checks if the Nasdaq‑100 (QQQ) looks “very hot” over the last 10 days. If hot, it rotates into a diversified global/credit/blue‑chip mix; if not, it holds mega‑cap tech plus hedges. Positions are equal‑weighted and only rebalanced on sizable drifts.
NutHow it works
It watches whether the Nasdaq-100 (QQQ) has been very “hot” over the last ~10 trading days using a 0–100 heat gauge. If it’s very hot, it holds a diversified global/blue‑chip/credit mix. Otherwise, it holds mega‑cap tech plus safety hedges. Money is split evenly; trades only on big drifts (~4%).
CheckmarkValue prop
Out-of-sample, this strategy shows higher risk-adjusted return (Sharpe ~1.67 vs 1.33), lower beta (~0.70), smaller drawdowns (~12.6% vs 18.8%), and similar/higher annualized return (~21.78% vs 21.60%), driven by smart global diversification when tech gets hot.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.060.680.80.89
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
177.22%14.66%1.36%5.73%0.79
test rebalancer
223.87%17.08%2.52%10.03%1.13
Initial Investment
$10,000.00
Final Value
$32,386.78
Regulatory Fees
$47.35
Total Slippage
$307.31
Invest in this strategy
OOS Start Date
Jun 23, 2023
Trading Setting
Threshold 4%
Type
Stocks
Category
Tactical allocation, rsi trigger, equal-weight rotation, multi-asset, global equities, bonds, gold, usd hedge
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.

"test rebalancer" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"test rebalancer" is currently allocated toMETA, IEF, KO, GOOGL, PEP, UUP, NVDA, SPY, F, SHV, AAPL, TSLA, GLDandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "test rebalancer" has returned 21.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "test rebalancer" is 12.64%. 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 rebalancer", 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.