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Symphonies
V2.1 | Simple Man | AaronC - BT 10-10-2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based strategy that switches between bull and bear modes using QQQ’s long-term trend, rides recent winners in bulls, buys the most beaten-down names in bears, and occasionally shifts into volatility funds when markets look overheated or fearful.
NutHow it works
1) It checks if QQQ (big tech index fund) is above its long‑term average price. That tells it if we’re in a bull or bear market. 2) In bull markets: if “fear” (volatility ETFs) is heating up or the market looks too hot, it buys volatility. Otherwise, it buys the 10 strongest names from a preset list, about 90% invested. 3) In bear markets: it buys the 2 most beaten‑down choices from a smaller list (now includes Nike), about 75% invested, and holds the rest in cash.
CheckmarkValue prop
Out-of-sample edge: ~29.5% annualized return vs SPY ~22.9%, driven by regime-switching, bull momentum, and picked-down bear names with hedges. Caution: drawdowns can be large (~62%), so align with your risk tolerance.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.541.290.290.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
V2.1 | Simple Man | AaronC - BT 10-10-2011
1,419,011.73%94.41%3.01%5.5%1.84
Initial Investment
$10,000.00
Final Value
$141,911,172.75
Regulatory Fees
$207,641.20
Total Slippage
$1,480,498.82
Invest in this strategy
OOS Start Date
May 10, 2023
Trading Setting
Threshold 15%
Type
Stocks
Category
Regime-switching, momentum, mean reversion, volatility hedge, leveraged etfs, us stocks, bonds, tactical allocation
Tickers in this symphonyThis symphony trades 36 assets in total
Ticker
Type
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
BHP
BHP Group Limited American Depositary Shares (Each representing two Ordinary Shares)
Stocks
BX
Blackstone Inc.
Stocks
COST
Costco Wholesale Corp
Stocks
CSCO
Cisco Systems, Inc. Common Stock (DE)
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
LLY
Eli Lilly & Co.
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 toGOOGL, XOM, PEP, LOW, BHP, SBUX, LMT, CSCO, MCDandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 62.39%. 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.