Skip to Content

Symphony Database

The Composer Symphony Database is a browsable catalog of fully backtested, automated trading strategies (“symphonies”) across stocks, ETFs, and crypto. Sort thousands of symphonies based on out-of-sample performance statistics like annualized return, Sharpe ratio, standard deviation, and max drawdown. Invest in symphonies directly from the linked factsheet. Updated daily.

Popular Categories:
Momentum
Mean Reversion
Tech
All-weather
All-weather Strategies
Strategies designed to perform across different market conditions by diversifying across asset classes and market regimes. These symphonies aim for consistent returns whether markets are trending up, down, or sideways.
Trading Strategy Name
Categories
Asset Classes
Rebalance Corridor Width
Rebalance Frequency
View
2023-05-18
120.53%
36.53%
1.20
15.61%
29.04%
2.34
Stocks
-0.5%
8.6%
42.49%
0.1
None
View
2023-02-22
119.33%
32.68%
1.06
24.5%
30.75%
1.33
Stocks
2.94%
10.26%
33.11%
—
Daily
View
2023-07-08
114.26%
37.21%
1.58
20.5%
21.57%
1.81
Stocks
4.8%
15.01%
38.98%
—
Quarterly
View
2023-04-08
111.48%
32.65%
1.69
15.64%
17.61%
2.09
Stocks
2.86%
15.4%
36.66%
0.02
None
View
2023-04-09
105.91%
31.32%
1.72
14.28%
16.68%
2.19
Stocks
2.44%
14.85%
35.45%
0.02
None
View
2023-04-10
102.19%
30.42%
1.75
13.25%
15.89%
2.30
Stocks
2.32%
14.74%
33.97%
0.02
None
View
2022-10-25
97.39%
24.54%
1.27
18.05%
18.66%
1.36
Stocks
-0.09%
7.57%
10.19%
0.1
None
View
2023-04-07
96.02%
28.9%
1.72
14.75%
15.45%
1.96
Stocks
2.97%
13.77%
30.44%
0.02
None
View
2023-06-23
95.52%
31.56%
1.79
14.54%
16.02%
2.17
Stocks
2.55%
13.68%
31.77%
—
Daily
View
2022-10-29
95.23%
24.23%
1.26
18.33%
18.69%
1.32
Stocks
-0.09%
7.57%
9.79%
0.1
None
View
2023-04-09
94.81%
28.6%
1.75
13.69%
15.03%
2.09
Stocks
2.58%
13.52%
30.92%
0.02
None
View
2023-06-23
89.81%
29.97%
1.80
13.21%
15.21%
2.27
Stocks
2.54%
13.47%
30.08%
—
Daily
View
2023-04-11
88.24%
27%
1.57
11.98%
16.11%
2.25
Stocks
0.44%
10.34%
32.89%
0.02
None
View
2023-11-27
84.96%
35.67%
1.18
9.11%
28.94%
3.91
Stocks
3.01%
8.07%
62.3%
—
Daily
View
2023-03-26
81.64%
24.88%
1.57
18.53%
14.82%
1.34
Stocks
4.84%
11.6%
25.96%
0.07
None
View
2023-04-06
79.44%
24.64%
1.71
12.5%
13.46%
1.97
Stocks
2.47%
12.95%
25.66%
0.02
None
View
2023-04-07
76.4%
23.88%
1.67
12.5%
13.41%
1.91
Stocks
2.47%
12.95%
25.59%
0.02
None
View
2023-01-21
68.72%
20.06%
1.70
11.15%
11.14%
1.80
Stocks
2.92%
11.49%
20.88%
0.02
None
View
2023-06-23
68.49%
23.79%
1.74
12.01%
12.72%
1.98
Stocks
2.89%
11.12%
20.73%
—
Daily
View
2023-01-27
66.39%
19.6%
1.67
11.5%
11.11%
1.70
Stocks
2.94%
11.65%
20.56%
0.02
None