Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
Wooden ARKK Machine - 10d SCHZ vs. 10d URTY
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Compares short‑term strength of a bond fund vs. a leveraged small‑cap fund, then buys one leveraged ETF (bull or bear) that’s been hit hardest over the last few days, aiming for a short‑term rebound. High risk, single‑position, fast‑moving.
NutHow it works
- Look at the last ~10 days of price action for two funds: SCHZ (US bonds) and URTY (3x small‑cap stocks). This produces a “hot/cold” score (RSI) for each. - If bonds look stronger, buy 1 ETF from a list of bullish funds; if small‑caps look stronger (or tied), buy 1 from a list of bearish (short) funds. - In either list, pick the single ETF that has dropped the most versus its recent 4‑day average, aiming for a short‑term bounce. Recheck regularly; typical hold ~2 weeks.
CheckmarkValue prop
Out-of-sample edge: 27.68% annualized return vs SPY’s 25.76%. A disciplined, mean-reversion, single-ETF strategy that seeks quick rebounds from beaten‑down bets, as a focused 20% sleeve with higher upside (and higher volatility).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.860.790.030.18
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
77.21%16.81%2.19%5.01%0.98
Wooden ARKK Machine - 10d SCHZ vs. 10d URTY
50,842.67%443.39%-1.78%28.24%2.58
Initial Investment
$10,000.00
Final Value
$5,094,267.31
Regulatory Fees
$40,741.77
Total Slippage
$271,710.62
Invest in this strategy
OOS Start Date
Oct 20, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset rotation, rsi signal, mean-reversion, leveraged etfs, risk-on/off, single-etf position
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X Shares
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
SARK
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
Stocks
SCHZ
Schwab US Aggregate Bond ETF
Stocks
SH
ProShares Short S&P500
Stocks
SOXX
iShares Semiconductor 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toDRV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 27.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 54.85%. 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 the symphony, 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.