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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.

Momentum Strategies
Strategies that ride the wave of market trends, buying assets showing upward price momentum and selling those in decline. These symphonies capitalize on the principle that assets in motion tend to stay in motion, making them ideal for trending markets.
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Trading Strategy Name
Categories
Asset Classes
Rebalance Corridor Width
Rebalance Frequency
2022-07-28
1775.5%
140.2%
1.54
49.18%
73.92%
2.85
Stocks
-13.91%
49.41%
131.98%
0.03
None
2022-12-05
1443.68%
149.9%
1.53
68.96%
80.89%
2.17
Stocks
34.8%
146.09%
190.56%
Daily
2023-03-14
1086.22%
148.08%
1.44
52.79%
90.87%
2.81
Stocks
23.85%
100.13%
222.67%
Daily
2022-11-04
918.99%
113.14%
1.65
41.02%
54.84%
2.76
Stocks
2.59%
24.58%
55.2%
0.09
None
2022-11-10
859.11%
109.78%
1.24
80.84%
100.6%
1.36
Stocks
5.51%
108.67%
96.03%
Daily
2022-08-24
789.74%
95.12%
1.38
51.17%
62.36%
1.86
Stocks
-0.05%
25.81%
63.94%
Daily
2022-10-20
713.83%
96.19%
1.39
58.04%
62.41%
1.66
Stocks
-0.05%
25.81%
35.91%
0.1
None
2022-11-07
702.12%
97.32%
1.20
75.05%
92.3%
1.30
Stocks
21.1%
198.79%
54.88%
Daily
2022-11-08
702.12%
97.32%
1.20
75.05%
92.3%
1.30
Stocks
21.1%
198.79%
54.88%
Daily
2024-11-25
663.47%
633.87%
2.19
54.62%
127.9%
11.60
Stocks
-11.16%
70.64%
596.38%
Daily
2022-11-04
649.04%
92.79%
1.17
75.05%
92.33%
1.24
Stocks
21.1%
198.79%
54.88%
Daily
2022-08-22
611.9%
82%
1.41
43.13%
52.21%
1.90
Stocks
-13.63%
33.49%
22.75%
0.05
None
2023-02-24
611.53%
102.87%
1.45
57.14%
60.93%
1.80
Stocks
2.18%
48.09%
67.41%
Daily
2023-05-16
584.43%
112.76%
1.51
40.31%
63.4%
2.80
Stocks
2.4%
52.7%
360.34%
Daily
2023-02-07
568.96%
96.32%
1.42
50.71%
59.76%
1.90
Stocks
0.58%
30.62%
66.65%
0.25
None
2022-10-17
567.62%
83.66%
1.31
50.76%
60.06%
1.65
Stocks
-0.05%
25.81%
53.52%
Daily
2023-10-11
563.5%
141.84%
2.07
36.38%
48.26%
3.90
Stocks
0%
15.21%
72.9%
0.05
None
2022-11-16
560.04%
86.2%
1.47
51%
51.34%
1.69
Stocks
4.24%
25.32%
38.39%
0.05
None
2022-10-19
548.06%
82.2%
1.55
51.15%
45.57%
1.61
Stocks
3.33%
29.4%
50.96%
0.1
None
2022-10-26
540.26%
82.19%
1.14
49.39%
75.93%
1.66
Stocks
-4.82%
35.64%
51.95%
Daily
...