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

About

Rulesā€‘based, daily rotation across 11 megaā€‘cap names. Buys levered long ETFs on sharp dips, holds the stock in uptrends, and uses inverse ETFs or Tā€‘bills when momentum fades. Techā€‘heavy and higher risk due to leverage and singleā€‘stock focus.
NutHow it works
It rotates daily among 11 big U.S. stocks (Apple, Microsoft, Google, Amazon, Meta, Nvidia, Tesla, Costco, Berkshire, UnitedHealth, MicroStrategy). It uses RSI (a 0ā€“100 ā€œheat meterā€: low = washedā€‘out, high = overbought) and moving averages (trend lines). On sharp dips it may buy levered long funds (e.g., AAPB, MSFU, GGLL, AMZU). In uptrends it holds the stock. If momentum weakens, it may use bear funds (AAPD, MSFD, GGLS, NVDS, TSLQ) or Tā€‘bills (BIL).
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.72 vs 1.32, annualized return 36.9% vs 21.7%, max drawdown 17.2% vs 18.8%, Calmar 2.14. Higher risk-adjusted upside with controlled drawdowns than the S&P, via dip-buying levered longs and trend-based rotations.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.910.590.77
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
76.96%17.67%-1.77%0.2%1.08
V 1.1 | šŸ“ˆ Levered S&P 10 Actively Traded | Deez | PROD
168.57%32.53%-1.33%-2.94%1.55
Initial Investment
$10,000.00
Final Value
$26,857.44
Regulatory Fees
$61.75
Total Slippage
$326.47
Invest in this strategy
OOS Start Date
Oct 31, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend + mean reversion, singleā€‘stock leveraged/inverse etfs, megaā€‘cap tech focus, daily tactical rotation, momentum, riskā€‘on/riskā€‘off
Tickers in this symphonyThis symphony trades 22 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
GGLL
Direxion Shares ETF Trust Direxion Daily GOOGL Bull 2X 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 toNVDA, GOOG, AMZD, BRK/B, UNH, MSTR, TSLA, AAPD, MSFT, BILandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.22%. 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.