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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

A daily, two-sleeve portfolio: 72.5% tactically trades sectors and volatility using simple hot/cold signals and momentum (often via leveraged ETFs). 27.5% owns a water-focused stock basket when the market trends up, or T-bills when it does not.
NutHow it works
Two sleeves. 72.5% trades sector funds daily. It first checks a 10-day “hot/cold” score (RSI). If any sector is very hot (>80), it buys UVXY, which jumps when markets wobble. If a sector is very cold (<30), it buys that sector (or a 2–3x version, or a short‑vol fund) based on trend. If neutral, it rotates into the strongest/most active sector. 27.5% holds a basket of water stocks when SPY trends up (50d>200d), else T‑bills.
CheckmarkValue prop
Out-of-sample, this two-sleeve strategy beats the S&P 500 on risk-adjusted terms (Sharpe ~1.66 vs ~1.02; Calmar ~2.57) with ~63% annualized return vs ~18%, plus built-in volatility hedges and water-infrastructure diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.491.440.430.65
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
61.99%21.7%-1.77%0.2%1.34
Water-Focused + DN HF
495.2%106.71%-1.65%12.01%2.29
Initial Investment
$10,000.00
Final Value
$59,519.62
Regulatory Fees
$160.01
Total Slippage
$980.52
Invest in this strategy
OOS Start Date
Oct 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical sector rotation, volatility hedging, leveraged etfs, water-industry tilt, 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 ETF
Stocks
DOV
Dover Corporation
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DUSL
Direxion Daily Industrials Bull 3X ETF
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, SVXY, WMS, TTEK, MEG, ROP, IR, AWK, 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 54.21%. 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, and options.