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Symphonies
Wooden ARKK Machine 2.2b no IEF no TYO [RSI 10d SCHZ URTY]
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

High‑octane, mean‑reversion tactic: compare bond vs small‑cap “heat” (10‑day RSI), then put ~90% into a single leveraged bull or bear ETF that fell the most over ~4 days, aiming for a short‑term bounce. Very high risk and concentrated.
NutHow it works
It compares a 10‑day “heat” score (RSI) of a bond fund (SCHZ) to a fast small‑cap fund (URTY). If bonds look stronger, it buys one bullish, turbo‑charged ETF that has fallen the most over ~4 days; if small‑caps look stronger, it buys one bearish ETF that has fallen the most. ~90% invested; ~10% cash.
CheckmarkValue prop
Access to a regime-driven, short-term tactical: buy the most-beaten-down leveraged ETF after a bond vs small-cap signal for a quick bounce. OOS annualized return ~26.5% vs SPY ~24.2%, but higher drawdowns (~51% vs ~19%) and volatility. Potential upside in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.770.770.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
82.45%16.54%6.16%5.09%0.98
Wooden ARKK Machine 2.2b no IEF no TYO [RSI 10d SCHZ URTY]
50,931.47%388.95%0.95%3.81%2.42
Initial Investment
$10,000.00
Final Value
$5,103,147.11
Regulatory Fees
$42,092.92
Total Slippage
$281,561.58
Invest in this strategy
OOS Start Date
Sep 21, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, mean reversion, leveraged etfs, inverse etfs, sector rotation, risk-on/risk-off, swing trading
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
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

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 toLABD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 51.06%. 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.