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Symphonies
Wooden ARKK Machine 2.2b no IEF no TYO [RSI 11d/16d IEF IWM]
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it compares bonds vs small caps to pick a “bull” or “bear” menu, then buys one high‑volatility ETF—the one that’s recently fallen most—betting on a short‑term rebound. Typically ~72% invested; rest cash.
NutHow it works
Each day it compares a bond fund (IEF) with a small‑cap stock fund (IWM) using a quick “recent‑strength” gauge (RSI). If the bond looks stronger, it chooses from a list of bullish, high‑volatility ETFs; otherwise it chooses from bearish ETFs. It then picks the single ETF that has lagged most over the past few days, aiming for a short‑term bounce. About 70–80% is invested; the rest stays in cash.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~71% annualized return vs ~24% for the S&P, with Calmar ~1.48, using daily bond/stock rotation and short-term mean-reversion to capture upside—though it carries higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.30.520.010.12
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
75.54%15.94%-0.15%0.4%0.95
Wooden ARKK Machine 2.2b no IEF no TYO [RSI 11d/16d IEF IWM]
288,862.64%711.74%22.8%63.92%3.14
Initial Investment
$10,000.00
Final Value
$28,896,263.63
Regulatory Fees
$117,666.28
Total Slippage
$822,333.56
Invest in this strategy
OOS Start Date
Oct 14, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, mean reversion, risk-on/off signal, leveraged etfs, inverse etfs, daily rebalancing
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
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
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
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 toEDC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 91.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 48.22%. 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.