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Symphonies
V1 BWC Mashed and Modified: CQ Big Bank Blender w/ RSI and drawdown hedge w/ BlackSwanCatcher
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based bank-sector strategy: ride uptrends with a 3x bull fund, flip short or move to defensive sectors, gold, and the US dollar when stress appears. Bond trends act as a safety check; a small sleeve holds selected big-bank stocks.
NutHow it works
Each day it checks whether bank stocks (via XLF) are rising calmly or flashing stress. - If rising and calm: ride them with a 3x bull fund (FAS). - If momentum fades, volatility spikes, or bonds look safer: flip to a 3x bear (FAZ) or rotate into defensive ETFs (healthcare, utilities, staples), plus gold and the US dollar. A small slice picks strong/volatile big-bank stocks. Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~37.68% annualized return vs SPY's ~20.81%, Calmar ~1.17 and positive alpha. Tactical bank exposure with hedges (gold, dollar, defensives) aims for bigger upside with controlled risk—note higher drawdown (~32%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.491.150.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
121.78%15.87%-0.15%0.4%0.96
V1 BWC Mashed and Modified: CQ Big Bank Blender w/ RSI and drawdown hedge w/ BlackSwanCatcher
2,491.92%82.54%-9.82%-12.24%1.79
Initial Investment
$10,000.00
Final Value
$259,192.12
Regulatory Fees
$1,977.00
Total Slippage
$11,994.87
Invest in this strategy
OOS Start Date
Aug 6, 2023
Trading Setting
Daily
Type
Stocks
Category
Financials momentum, leveraged etfs, risk-on/risk-off, mean reversion, defensive rotation, bond trend filter, tail-risk hedge, bank stock overlay
Tickers in this symphonyThis symphony trades 34 assets in total
Ticker
Type
BAC
Bank of America Corporation
Stocks
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
Stocks
BCS
Barclays PLC
Stocks
BND
Vanguard Total Bond Market
Stocks
C
Citigroup Inc.
Stocks
COF
Capital One Financial
Stocks
DB
Deutsche Bank Aktiengesellschaft
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
FITB
Fifth Third Bancorp
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 toFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.17%. 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.