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Symphonies
V 1.1 | šŸ“ˆ Leveraged S&P 10 Actively Traded | Deez | PROD | Michael B Version | Sorter
Todayā€™s Change
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A symphony is an automated trading strategy ā€” Learn more about symphonies here

About

Daily, it puts ~70% into the 5 most volatile big names, then, per name, switches between leveraged long singleā€‘stock ETFs (if oversold), broad tech via VGT (if up/neutral), or safety via a 1x bear ETF or Tā€‘Bills (if overheated). Techā€‘tilted, high risk.
NutHow it works
Each day it: - Ranks big, liquid U.S. stocks by 14ā€‘day volatility and puts ~70% equally into the top 5. - For each pick it chooses the vehicle: ā€¢ If ā€œoversoldā€ (RSI<30; a 0ā€“100 drop/runā€‘up score), use a 1.5xā€“1.75x long ETF on that stock. ā€¢ If price > its 20ā€‘day average or neutral (RSI<70), use VGT (broad tech). ā€¢ If ā€œoverboughtā€ (RSIā‰„70), use a 1x bear ETF or Tā€‘Bills (BIL). Rebalances daily.
CheckmarkValue prop
Out-of-sample return: 46.8% vs SPY 25.1%; Calmar 1.73; Sharpe 1.31; max drawdown 27% vs 18.8%. A volatility-first, rules-based tilt to mega-cap tech aims for bigger upside with cash/T-bills when overheated.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.161.580.570.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
80.56%20.49%-2.23%-2.01%1.31
V 1.1 | šŸ“ˆ Leveraged S&P 10 Actively Traded | Deez | PROD | Michael B Version | Sorter
276.86%51.96%3.25%-10.44%1.48
Initial Investment
$10,000.00
Final Value
$37,686.34
Regulatory Fees
$64.44
Total Slippage
$358.57
Invest in this strategy
OOS Start Date
Nov 8, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, volatility-chasing, leveraged/inverse etfs, mega-cap tech tilt, daily rebalance, rules-based
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Shares ETF Trust Direxion Daily AAPL Bear 1X ETF
Stocks
AAPL
Apple Inc.
Stocks
AMZD
Direxion Shares ETF Trust Direxion Daily AMZN Bear 1X ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
COST
Costco Wholesale Corp
Stocks
FBL
GraniteShares ETF Trust GraniteShares 2x Long META Daily 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 doesnā€™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 toBRK/B, UNH, MSTRandVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 38.10%. 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, and options.