Skip to Content

Big news:Composer has joined SoFi!Read the blog post

Symphonies
Victorious VGT | Optimized 2024-10-30 | Backtest from Jan 09 2008
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, tactical: buy VGT (US tech) after big selloffs; otherwise hedge when markets run hot using inverse funds (SH, PSQ, EUM) or cash‑like SHV. Decisions are driven by RSI “heat,” trend filters, and bond strength (AGG).
NutHow it works
It mainly tries to own VGT (US tech) after sharp drops. It watches “heat” (RSI: 0–100; high=hot, low=washed out) on tech/market funds: SOXX (semis), QQQ (Nasdaq‑100), SPY (S&P 500). If very low, it buys VGT. If very high, it hides in hedges: SH (short S&P 500) and EUM (short emerging markets) mixed to soften swings, or PSQ (short Nasdaq) or cash‑like SHV. A trend check (price vs average) and bond strength (AGG) also steer risk‑on/off.
CheckmarkValue prop
Out-of-sample: ~44.7% annualized return, Sharpe ~1.76, Calmar ~3, max drawdown ~15%, beta ~0.74—superior risk-adjusted upside versus the S&P, aided by dip-buy tech bets and hedging.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.30.50.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
702.63%11.96%4.34%11.4%0.67
Victorious VGT | Optimized 2024-10-30 | Backtest from Jan 09 2008
58,035.8%41.23%5.15%24.26%1.92
Initial Investment
$10,000.00
Final Value
$5,813,580.12
Regulatory Fees
$13,926.57
Total Slippage
$119,138.22
Invest in this strategy
OOS Start Date
Oct 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean-reversion tech focus, risk-hedged, inverse etfs, trend filter, daily rebalance
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
EUM
ProShares Trust Short MSCI Emerging Markets
Stocks
IOO
iShares Global 100 ETF
Stocks
IVV
iShares Core S&P 500 ETF
Stocks
MGC
Vanguard Mega Cap 300 Index ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SOXX
iShares Semiconductor 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.

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 44.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.01%. 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.