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Symphonies
Victorious VGT | Backtest from Jan 09 2008
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule‑driven tech‑timing strategy: buy VGT on market washouts, hedge with short funds when markets are overheated, and sit in T‑Bills in weak downtrends. Uses RSI extremes and a 100‑day trend filter; backtested since 2008.
NutHow it works
Goal: own VGT (Vanguard Tech) when odds look good; hedge or go to cash otherwise. It watches a 0–100 “heat” gauge (RSI: high=hot/overbought, low=cold/oversold) and trends. - If many indexes/sectors look very hot, it shifts into short funds (SH=short S&P, PSQ=short Nasdaq, EUM=short EM), sized by recent calmness. - If things look washed‑out, it buys VGT. - If in‑between, it uses SPY’s 100‑day trend and a bond‑vs‑inverse check to choose VGT, PSQ, or T‑Bills (SHV). Rebalances daily.
CheckmarkValue prop
Dynamic, rule-based tech timing with hedging for diversification and lower beta. Out-of-sample: 8.9% annualized return with regime-aware risk controls - tech upside with added downside discipline versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.460.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
578.96%11.31%1.36%5.73%0.64
Victorious VGT | Backtest from Jan 09 2008
16,317.28%33.01%-1.27%3.45%1.64
Initial Investment
$10,000.00
Final Value
$1,641,727.61
Regulatory Fees
$6,324.82
Total Slippage
$42,219.25
Invest in this strategy
OOS Start Date
Oct 27, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, tech-focused, mean reversion, trend following, hedged, inverse etfs, daily rebalanced
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 8.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 20.00%. 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, crypto, and options.