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

About

A fast, rule‑based, daily strategy that rides strong uptrends in tech/semis/biotech with leveraged ETFs, flips short or into volatility when markets look overheated or weak, and hides in cash when fear spikes. Uses bond and inflation signals as risk “traffic lights.”
NutHow it works
It reads market mood with simple gauges: RSI (a 0–100 speedometer of recent moves; high=hot, low=cold), 200‑day trend, and short‑term returns. When fear is high it parks in T‑Bills (BIL). If trends are up or prices look washed‑out, it buys aggressive tech/semis/biotech funds (TQQQ, SOXL, TECL, LABU). If overheated or falling, it flips to inverse funds (SQQQ, SOXS, SPXS) or volatility (UVXY/VIXY). It also checks bond/inflation signals (BND/AGG, TLT/TMF, RINF). Rebalanced daily; often picks the recent top performer. Note: uses 3x/short ETFs—very volatile, short‑term tools.
CheckmarkValue prop
Out-of-sample edge: ~23% annualized return vs ~20% for the S&P. It harnesses tech/biotech momentum with adaptive hedges (bonds, cash, volatility) and fear-gates to protect during stress, aiming for higher growth with macro risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.980.880.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
312.84%14.53%-1.77%0.2%0.85
WHS OOS | 5.20.24 | LBT
4,698,278.47%179.99%-12.25%14.65%2.79
Initial Investment
$10,000.00
Final Value
$469,837,847.13
Regulatory Fees
$1,880,331.64
Total Slippage
$13,469,912.73
Invest in this strategy
OOS Start Date
May 31, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum + trend, mean reversion, volatility hedging, leveraged/inverse etfs, daily rebalanced
Tickers in this symphonyThis symphony trades 100 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
C
Citigroup 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.

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

"WHS OOS | 5.20.24 | LBT" is currently allocated toLABU, EDC, UCOandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WHS OOS | 5.20.24 | LBT" has returned 20.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "WHS OOS | 5.20.24 | LBT" is 52.47%. 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 | 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.