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Symphonies
V1 | πŸͺ–πŸ† Operation Eggplant | Deez | DO NOT FOLLOW 12OCT2022
Today’s Change
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A symphony is an automated trading strategy β€” Learn more about symphonies here

About

Daily, it compares Beyond Meat vs Raytheon momentum to gauge risk-on/off. Then it checks how hard semiconductors have just fallen. It goes 3Γ— long chips (SOXL), 3Γ— short chips (SOXS), or sits in the U.S. dollar (UUP). Aggressive and concentrated.
NutHow it works
Each day the strategy checks two things: 1) Risk vibe: Is Beyond Meat (BYND, a speculative stock) showing stronger recent gains than Raytheon/RTX (RTX, a defense stock)? If yes, it prefers betting on chip stocks to rise; if no, it prefers betting against them. 2) Chip-sector health (using SMH to measure drops): If pain looks to be easing, it uses SOXL (3Γ— long). If pain is worsening, it uses SOXS (3Γ— short). If neither condition is met, it parks in UUP (long U.S. dollar).
CheckmarkValue prop
Out-of-sample edge: ~65% annualized returns, beta ~0.86 to the S&P, Sharpe ~1.28, Calmar ~1.82. Delivers diversification and higher upside than the S&P via regime-aware semiconductors, with USD hedges for risk-off protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.461.680.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
157.77%14.86%-1.77%0.2%0.8
V1 | πŸͺ–πŸ† Operation Eggplant | Deez | DO NOT FOLLOW 12OCT2022
3,581.32%69.5%-0.48%7.83%1.16
Initial Investment
$10,000.00
Final Value
$368,131.50
Regulatory Fees
$902.59
Total Slippage
$5,271.63
Invest in this strategy
OOS Start Date
Oct 12, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, cross-asset signal, semiconductors, leveraged etfs, risk filter, daily rebalance
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 ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
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 65.29%. 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.