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Symphonies
V 1.1 | 📈 Leveraged S&P 10 Actively Traded | Deez | PROD | Michael B Version | Sorter
Today’s Change
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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: ~47% annualized return vs ~25% S&P, Calmar ~1.67 and Sharpe ~1.32. Higher drawdowns (~28% vs ~19%), but a clear upside edge from mega-cap volatility tilts and momentum capture.

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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 25 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Daily AAPL Bear 1X Shares
Stocks
AAPL
Apple Inc.
Stocks
AMZD
Direxion Daily AMZN Bear 1X Shares
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X Shares
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 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, MSTR, VGT, AAPBandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 47.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 28.26%. 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.