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Symphonies
Water-Focused + DN HF
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Two sleeves: (1) a tactical sector‑rotation/volatility‑hedge sleeve that uses simple “hot/cold” signals (RSI) and momentum to pick one sector (or UVXY/SVXY); (2) a water‑industry stock basket held only when the market is in an uptrend. Daily rebalance; high risk.
NutHow it works
- ~72.5%: Watches 11 S&P sectors. If any looks overheated (RSI>80), buy UVXY (volatility hedge). If one looks washed‑out (RSI<30), bet on that sector using the strongest choice (plain ETF, a 2–3x version, or SVXY). If neither, hold the single best‑moving/performing sector. - ~27.5%: A fixed basket of water‑industry stocks only when SPY’s 50‑day > 200‑day; otherwise hold T‑Bills (BIL). - Rebalances daily. Uses leveraged/volatility funds; high risk.
CheckmarkValue prop
Out-of-sample edge: annualized return 62.34% vs SPY 18.14%, Sharpe 1.65 vs 1.01, Calmar 2.54. Higher upside with sector rotation and water themes plus volatility hedges, balanced by a larger drawdown (~24.54% vs ~18.76%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.491.470.440.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
67.03%25.02%2.19%5.01%1.5
Water-Focused + DN HF
492.25%116.88%8.39%14.54%2.4
Initial Investment
$10,000.00
Final Value
$59,225.32
Regulatory Fees
$138.09
Total Slippage
$840.19
Invest in this strategy
OOS Start Date
Oct 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, water theme, volatility hedge, leveraged etfs, rsi signals, momentum, trend filter, daily rebalance
Tickers in this symphonyThis symphony trades 46 assets in total
Ticker
Type
AWK
American Water Works Company, Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BMI
Badger Meter, Inc.
Stocks
CNM
Core & Main, Inc.
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DOV
Dover Corporation
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DUSL
Direxion Daily Industrials Bull 3X Shares
Stocks
ECL
Ecolab, Inc.
Stocks
ERII
Energy Recovery, Inc.
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.

"Water-Focused + DN HF" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Water-Focused + DN HF" is currently allocated toCNM, WTRG, PNR, KBR, BMI, ECL, ERII, VLTO, WMS, TTEK, MEG, ROP, ERX, IR, AWK, DUSL, GTLS, XYL, DOV, IEX, WTSandMWA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Water-Focused + DN HF" has returned 62.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Water-Focused + DN HF" is 24.54%. 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 "Water-Focused + DN HF", 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.