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Symphonies
v 0.0.1 | If/Else into Every Sector (No Leverage) | Taco
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily rules: if a tech “heat gauge” is too hot, hedge with VXX. Else buy the first calm asset among QQQ, XLE, XME, GLD; if none, use SHY. Separately, 10% goes to bitcoin (GBTC) only when it’s above its 50‑day trend.
NutHow it works
Each day it asks: • Is TQQQ’s 10‑day RSI (a speedometer of recent gains; high = overheated) above 79? If yes, hold VXX (often rises when stocks fall). • If not, pick the first with a 20‑day max drawdown (worst drop) under 5%: QQQ (big tech), then XLE (energy), then XME (metals), then GLD (gold). If none, hold SHY (short‑term Treasuries). • Plus 10% in GBTC (bitcoin) when price > its 50‑day average; otherwise that 10% joins the main mix.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P: higher risk-adjusted return (Sharpe ~1.21 vs ~1.05), bigger upside (~20.9% vs 18.2%), and much smaller drawdowns (~11.8% vs 18.8%) over ~586 test days.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.340.330.080.29
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
180.76%13.81%2.19%5.01%0.76
v 0.0.1 | If/Else into Every Sector (No Leverage) | Taco
1,687.79%43.53%1.89%1.75%1.73
Initial Investment
$10,000.00
Final Value
$178,779.17
Regulatory Fees
$373.03
Total Slippage
$2,394.24
Invest in this strategy
OOS Start Date
Jun 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, tactical asset allocation, rsi trigger, max drawdown filter, trend-following, volatility hedge, crypto sleeve
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
GBTC
Grayscale Bitcoin Trust ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XME
State Street SPDR S&P Metals & Mining 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toQQQandGBTC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.84%. 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 the symphony, 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.