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Symphonies
V 1.1 | 📈 Leveraged S&P 10 Actively Traded | Deez | PROD | Michael B Version | Sorter
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily picks the 5 most volatile mega‑caps and, per name, either buys a levered long, holds VGT/the stock, or goes inverse/cash based on RSI and a 20‑day trend. 70% of capital in this sleeve; tech‑heavy with added healthcare, consumer, financials, and a crypto proxy.
NutHow it works
Each day it ranks ~10 mega-cap stocks by recent volatility and puts 70% of the account equally into the top 5. For each pick: if RSI<30 (RSI = 0–100 gauge of recent up vs down days), buy a levered long fund on that stock; if price > its 20‑day average, hold VGT (a tech fund) or the stock; otherwise use a 1x inverse fund or BIL (T‑bills). Big‑tech often uses VGT as a proxy to limit double exposure.
CheckmarkValue prop
Out-of-sample, this mega-cap volatility strategy targets higher upside vs the S&P: ~51% annualized return, Calmar ~1.89, and solid risk-adjusted performance with cash/treasury buffers to limit drawdowns when momentum fades.

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Invest in this strategy
OOS Start Date
Nov 8, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum, mean reversion, volatility, leveraged/inverse etfs, large-cap us, tech-heavy, tactical, daily rebalance, quant
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toUNH, MSTRandVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 51.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.03%. 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.