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Symphonies
WHS OOS | 5.20.24
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based “gas-and-brakes” system. It rides strong tech/semiconductor uptrends with leveraged funds, moves to T‑Bills when things look too hot, and can short during selloffs. Uses simple heat and trend checks plus bond/volatility cues to switch gears.
NutHow it works
Each day it reads a few “dials”: trend (vs 200‑day averages), heat/cold (RSI), recent momentum, and bond/volatility cues. If healthy and not overheated, it rides the strongest areas (often leveraged tech/semis). If overheated or falling fast, it goes to T‑Bills or flips to inverse funds. Extra sleeves trade biotech, ARKK‑style names, and emerging markets.
CheckmarkValue prop
Dynamic, rules-based shifts between growth bets and cash hedges aim for positive out-of-sample alpha and stronger risk-adjusted returns than the S&P 500, while using T-bills/hedges to limit losses—though drawdowns may spike in harsh regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.481.30.220.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
57.34%20.09%-1.77%0.2%1.25
WHS OOS | 5.20.24
389.27%89.88%-10.32%15.43%1.72
Initial Investment
$10,000.00
Final Value
$48,927.43
Regulatory Fees
$222.43
Total Slippage
$1,388.41
Invest in this strategy
OOS Start Date
Jul 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum and mean reversion, leveraged etfs, sector rotation, long/short, risk-on/risk-off, daily rebalancing
Tickers in this symphonyThis symphony trades 113 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AAPU
Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X ETF
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
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.

"WHS OOS | 5.20.24" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"WHS OOS | 5.20.24" is currently allocated toLABU, NVO, GE, LLY, EDC, UCO, BILandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WHS OOS | 5.20.24" has returned 12.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "WHS OOS | 5.20.24" is 54.08%. 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 "WHS OOS | 5.20.24", 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.