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Symphonies
v 0.0.3 | 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

A no-leverage, daily-rebalanced strategy that rotates among major sector ETFs using a drawdown risk screen plus a Nasdaq-momentum cue, with a 10% crypto overlay (GBTC) activated when Bitcoin shows a trend signal.
NutHow it works
- Every day, split 90/100 between Sector Rotation and a Crypto Overlay. The Sector Rotation block checks a momentum signal on a Nasdaq proxy (TQQQ RSI over 10 days) and then tests each major sector ETF for a healthy recent drawdown (<5% in 20 days). - Eligible sectors (QQQ, XLY, XLC, XLI, XLB, XLE, XLP, XLV, XLU, XLF, XLRE, SHY) pass the drawdown test and are weighted evenly within the Sector Rotation bucket. - The Crypto Overlay is considered only if GBTC trades below its 50-day EMA (50-day average price). If true, GBTC gets a 10% allocation; if false, the 10% slot stays with the sector rotation logic. - Rebalancing happens daily, and there is no use of leverage; positions are adjusted to reflect the current rule outputs. - In short: the strategy aims to own best-prudent sectors with a drawdown filter, while adding Bitcoin exposure only when trend conditions suggest it may be favorable, all without borrowed money.
CheckmarkValue prop
Out-of-sample edge vs SPY: ~16.7% annual return, ~0.97 Sharpe, beta ~0.69, non-leveraged 90/10 sector rotation with a conditional crypto overlay. Lower market sensitivity and drawdown discipline offer diversification and downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.460.170.41
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
168.71%13.8%-1.77%0.2%0.76
v 0.0.3 | If/Else into Every Sector (No Leverage) | Taco
1,142.88%39.03%0.21%-0.16%1.63
Initial Investment
$10,000.00
Final Value
$124,288.42
Regulatory Fees
$354.98
Total Slippage
$2,182.84
Invest in this strategy
OOS Start Date
Jun 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, risk-managed, non-leveraged, crypto overlay, daily rebalance
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
GBTC
Grayscale Bitcoin Trust ETF
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
XLB
State Street Materials Select Sector SPDR ETF
Stocks
XLC
State Street Communication Services Select Sector SPDR ETF
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLI
State Street Industrial 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.

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

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

Year-to-date, the symphony has returned 12.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 24.71%. 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, and options.