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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 Sharpe 1.62 vs S&P 1.33; Calmar 1.64; drawdowns 12.6% vs 18.8%; beta ~0.70; annualized return ~20.8% vs S&P ~21.2%. Higher risk-adjusted, diversified, tactical rotation away from tech.

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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 25 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AJG
Arthur J. Gallagher & Co.
Stocks
BBEU
JPMorgan BetaBuilders Europe ETF
Stocks
DIA
SPDR Dow Jones Industrial Average ETF Trust
Stocks
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
Stocks
EWJ
iShares MSCI Japan ETF
Stocks
F
Ford Motor Company
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
IEF
iShares 7-10 Year Treasury Bond 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 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 20.76%. 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.