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Symphonies
V1 | 🪖🍆 Operation Eggplant | Deez | DO NOT FOLLOW 12OCT2022
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily switch that uses Beyond Meat vs Raytheon’s recent strength as a risk-on/off gauge, then checks if semiconductors are breaking down. It ends up either 3x long semis (SOXL), 3x short semis (SOXS), or in the US dollar (UUP).
NutHow it works
Each day the strategy: - Compares 7‑day “strength” (RSI = recent buying vs selling) of Beyond Meat (BYND, speculative consumer) vs RTX (Raytheon, defense). BYND > RTX → bullish; else bearish. - Checks semis (SMH) for a sharp fresh drop (2‑day worst drop vs 10‑day). Bullish: no fresh drop → buy SOXL (3x long semis); else UUP (strong USD). Bearish: fresh drop → buy SOXS (3x short semis); else UUP.
CheckmarkValue prop
Out-of-sample annualized return ~65% vs S&P ~24%, with beta ~0.86 and Calmar ~1.82 (Sharpe ~1.28). Signal-driven exposure to semis and USD aims for stronger upside with downside controls; note higher drawdowns in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.451.680.290.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
163.28%15.3%-0.15%0.4%0.81
V1 | 🪖🍆 Operation Eggplant | Deez | DO NOT FOLLOW 12OCT2022
3,457.05%69.11%1.62%11.45%1.15
Initial Investment
$10,000.00
Final Value
$355,704.76
Regulatory Fees
$879.06
Total Slippage
$5,126.02
Invest in this strategy
OOS Start Date
Oct 12, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum, leveraged etfs, semiconductors, risk-on/risk-off, cross-asset signals
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BYND
Beyond Meat, Inc. Common Stock
Stocks
RTX
RTX Corporation
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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 toUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 64.49%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.85%. 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.