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Symphonies
Trend-Based Growth Portfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple monthly trend strategy: from SPY, QQQ, IWM, EFA, VGT, XLV, XLY, pick the three with the strongest ~3‑month rise and put equal amounts in them. Rotates toward recent leaders within global equities.
NutHow it works
Each month, it ranks these stock ETFs by their recent 3‑month price trend (~60 trading days): SPY (US large companies), QQQ (big tech‑heavy), IWM (US small caps), EFA (developed markets outside the US), VGT (US tech), XLV (health care), XLY (consumer). It buys the top 3 and splits money evenly until next month.
CheckmarkValue prop
Out-of-sample Sharpe ≈0.86; annualized return ≈14.6% vs S&P ≈15.1%. Similar risk-adjusted performance but broader diversification across 7 ETFs and a momentum-driven leaders rotation, with simple monthly rebalances.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.010.970.890.94
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
792.47%10.55%0.54%-0.34%0.63
Trend-Based Growth Portfolio
849.87%10.87%-0.47%0.95%0.63
Initial Investment
$10,000.00
Final Value
$94,987.33
Regulatory Fees
$85.01
Total Slippage
$552.35
Invest in this strategy
OOS Start Date
Nov 7, 2024
Trading Setting
Monthly
Type
Stocks
Category
Equity rotation, momentum, trend-following, etf, monthly rebalance, sector tilt, growth-focused, developed markets
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
EFA
iShares MSCI EAFE ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
VGT
Vanguard Information Technology ETF
Stocks
XLV
State Street Health Care Select Sector SPDR ETF
Stocks
XLY
State Street Consumer Discretionary Select Sector SPDR 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.

"Trend-Based Growth Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Trend-Based Growth Portfolio" is currently allocated toEFA, IWMandXLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Trend-Based Growth Portfolio" has returned 11.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Trend-Based Growth Portfolio" is 20.25%. 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 "Trend-Based Growth Portfolio", 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.