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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

Daily sector rotation: 90% goes to the first sector(s) with low recent losses; if the Nasdaq looks overheated, that chunk shifts to a volatility hedge (VXX). 10% buys Bitcoin when it trends up; otherwise it follows the same sector rules. Falls back to T‑bills when nothing qualifies.
NutHow it works
90%: If a 3× Nasdaq fund looks overheated (RSI>79), move to VXX (volatility). Else buy the first sector(s) that stayed calm (max 20‑day drop <5%), splitting between, in order: Tech (Nasdaq‑100)+Consumer Discretionary; Comm Services+Industrials; Materials+Energy; Staples+Health Care; Utilities+Financials; or Real Estate alone. If none qualify, hold T‑bills. 10%: If Bitcoin is above its 50‑day average, hold GBTC; else reuse the same sector rules. Rebalances daily.
CheckmarkValue prop
Dynamic, low-beta diversification with near SPY risk-adjusted results. OOS Sharpe ≈0.97 vs SPY ≈1.05; beta ≈0.68; Calmar ≈0.67. Hedged sector/volatility exposure and crypto sleeve add downside protection and potential upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.450.170.41
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
177.07%14.58%2.19%5.01%0.79
v 0.0.3 | If/Else into Every Sector (No Leverage) | Taco
1,180.84%40.57%1.34%6.58%1.67
Initial Investment
$10,000.00
Final Value
$128,084.15
Regulatory Fees
$346.63
Total Slippage
$2,128.96
Invest in this strategy
OOS Start Date
Jun 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, low-drawdown filter, volatility hedge, crypto trend, daily rebalancing, no leverage
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 toGBTC, QQQandXLY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.60%. 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, crypto, and options.