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Symphonies
Wooden ARKK Machine 2.2 w/ 2.2a 5percent
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, contrarian, high‑risk swing strategy. It compares short‑term strength of bonds (IEI) vs high‑beta stocks (SPHB), then buys the single most beaten‑down ETF from a bullish or inverse list, betting on a quick bounce. Uses leveraged/inverse funds.
NutHow it works
Each day it compares a 7‑day “up‑vs‑down” score (RSI) for IEI (3–7yr U.S. Treasuries) vs SPHB (more jumpy S&P 500 stocks). If bonds’ score is higher, it buys 1 beaten‑down fund from a bullish list; otherwise it buys 1 inverse fund. It picks the worst 4‑day performer in that list, rebalancing daily. 95% main menu, 5% a similar satellite. Very risky due to leveraged/inverse ETFs.
CheckmarkValue prop
Out-of-sample, this daily contrarian strategy targets ~85% annualized return vs the S&P 500’s ~23%, with a Calmar ~2.0. Higher drawdowns (~42%) are the trade-off for outsized upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.440.760.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
74.56%15.75%0.54%-0.34%0.94
Wooden ARKK Machine 2.2 w/ 2.2a 5percent
17,137.37%286.43%20.99%2.04%2.41
Initial Investment
$10,000.00
Final Value
$1,723,736.80
Regulatory Fees
$9,399.24
Total Slippage
$58,718.32
Invest in this strategy
OOS Start Date
May 17, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, contrarian, cross-asset signal, leveraged/inverse etfs, mean reversion, daily rebalance
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
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X 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
SOXX
iShares Semiconductor ETF
Stocks
SPHB
Invesco S&P 500 High Beta 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 79.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.12%. 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, and options.