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Symphonies
V1b Simple Sort
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily offense/defense switch. Offense: ride Nasdaq uptrends with TQQQ; trade semis around extremes with SOXL/SOXS. Defense: 60% BTAL + 40% SQQQ when stress rises. Otherwise, simply hold the strongest of AAPL, MSFT, NVDA, TSLA, or XOM.
NutHow it works
Rebalanced daily. It reads two simple cues on the Nasdaq: trend (price vs its 25‑day average) and a short‑term “hot/cold” score (RSI, 0–100). With calm bond “stress” gauges, it rides the uptrend with TQQQ. After sudden surges it briefly flips to SOXS; after sharp drops it buys SOXL. If volatility or bond stress rises, it holds a defensive mix (60% BTAL, 40% SQQQ). If a top filter favors simplicity, it just owns the strongest of AAPL/MSFT/NVDA/TSLA/XOM.
CheckmarkValue prop
Captures outsized upside by riding Nasdaq uptrends with tactical semis rotations and a defensive sleeve. Out-of-sample annualized return ~88% vs S&P ~24%; Sharpe ~1.28, Calmar ~2.01. Higher drawdowns can occur in stress.

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Invest in this strategy
OOS Start Date
Nov 30, 2023
Trading Setting
Daily
Type
Stocks
Category
Daily tactical, leveraged etfs, trend + mean reversion, volatility filters, tech/semis focus, bond-signal overlay
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X 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.

"V1b Simple Sort" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1b Simple Sort" is currently allocated toBTALandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1b Simple Sort" has returned 87.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1b Simple Sort" is 43.60%. 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 "V1b Simple Sort", 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.