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Symphonies
What More Do You Need? LBT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based switcher: sit in T‑bills when markets run too hot, buy Tech on sharp dips or when bonds look steadier than a short bet, rotate to Staples (and sometimes Oil) in uptrends, and use an inverse Nasdaq fund when the trend breaks.
NutHow it works
Daily checks using RSI (0–100 gauge of how fast prices move). If QQQ or SPY RSI10>80 (very hot), park in BIL (T‑bills). Else if QQQ RSI10<31 (very cold), buy XLK (Tech). Else if IEF RSI10> PSQ RSI20, buy XLK. Otherwise, if SPY>200‑day avg, hold XLP and add DBO only if it has higher RSI (else you end up all XLP); if not, hold PSQ (inverse QQQ). Tickers: QQQ big tech; SPY US stocks; XLK tech; XLP staples; DBO oil; PSQ −1x QQQ; BIL T‑bills; IEF Treasuries.
CheckmarkValue prop
Out-of-sample edge: ~28.1% annualized return vs ~17% for the S&P; Sharpe ~1.11 vs ~0.97; drawdown ~16.3% vs ~18.8%; Calmar ~1.72 and positive alpha. Higher, steadier growth with controlled downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.560.260.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
532.45%10.35%-0.15%0.4%0.6
What More Do You Need? LBT
18,573.67%32.2%3%6.32%1.37
Initial Investment
$10,000.00
Final Value
$1,867,366.96
Regulatory Fees
$5,055.95
Total Slippage
$32,243.34
Invest in this strategy
OOS Start Date
Jul 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum/rsi timing, trend following, defensive rotation, inverse hedging, multi-asset, daily rebalanced
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DBO
Invesco DB Oil Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

"What More Do You Need? LBT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"What More Do You Need? LBT" is currently allocated toXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "What More Do You Need? LBT" has returned 29.41%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "What More Do You Need? LBT" is 16.32%. 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 "What More Do You Need? LBT", 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.