Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
Threshold demo
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Equal 25% in SPY, QQQ, DIA, and Apple. No routine rebalancing; only rebalances when a holding drifts 5 percentage points from its 25% target. Simple but tech- and Apple-heavy, with high U.S. stock market risk and overlap across holdings.
NutHow it works
Put 25% each into: SPY (S&P 500), QQQ (Nasdaq-100), DIA (Dow 30), and Apple stock. It doesn’t rebalance on a schedule. Instead, it uses a 5% band: if any holding drifts below 20% or above 30% of the portfolio, it trades back to 25% each.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.30 and Calmar ~1.06 over 840 days, with threshold rebalancing reducing trades. Simple, tech-heavy US equity exposure aiming for solid risk-adjusted returns vs the S&P 500.

Loading backtest data...

Invest in this strategy
OOS Start Date
Oct 1, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Us equities, large-cap, index etfs, single-stock tilt, equal-weight, threshold rebalancing, tech-heavy, buy-and-hold
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
DIA
SPDR Dow Jones Industrial Average ETF Trust
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
SPDR S&P 500 ETF Trust
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.

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

"Threshold demo" is currently allocated toDIA, QQQ, SPYandAAPL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Threshold demo" has returned 23.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Threshold demo" is 21.69%. 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 "Threshold demo", 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.