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Symphonies
Way Too Long Backtest Switchboard
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-driven “switchboard” that chases tech in uptrends (often with 2x Nasdaq), buys dips when oversold, and retreats to bonds, staples, cash, or short positions when conditions weaken. A scoreboard favors the rule-sets working best now.
NutHow it works
Daily, rules-based switchboard. 1) Trend: if the S&P 500 is above its 200‑day average, it rides 2x tech/Nasdaq (QLD, ROM). If not, it shifts to staples (XLP), cash-like Treasuries (SHV/SHY/BIL/BSV), bonds (BND/IEF/IEI), or shorts Nasdaq (QID/PSQ). 2) Heat gauge RSI (0–100): >80 = too hot → move to long Treasuries (TLT); <30 = washed out → buy 2x tech. It also ranks several rule-sets by recent return/risk and follows the leaders.
CheckmarkValue prop
Out-of-sample, this strategy offers stronger risk-adjusted returns than the S&P: Sharpe ~1.39 vs 1.30, 46% vs 22% annualized return, Calmar ~1.65, with adaptive tech exposure and hedges to help manage drawdowns.

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Invest in this strategy
OOS Start Date
Dec 17, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, regime-switching, leveraged etfs, tech-heavy, momentum, dip-buying, hedging, bonds, volatility targeting
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.

"Way Too Long Backtest Switchboard" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Way Too Long Backtest Switchboard" is currently allocated toQQQ, SPY, QLDandXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Way Too Long Backtest Switchboard" has returned 46.10%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Way Too Long Backtest Switchboard" is 27.98%. 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 "Way Too Long Backtest Switchboard", 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.