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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.

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Trading Strategy Name
Categories
Asset Classes
Rebalance Corridor Width
Rebalance Frequency
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
2022-10-26
540.26%
82.19%
1.14
49.39%
75.93%
1.66
Stocks
-4.82%
35.64%
51.95%
Daily
2023-07-20
501.41%
112.72%
1.54
44.01%
59.67%
2.56
Stocks
13.21%
65.84%
131.49%
0.01
None
2023-04-24
440.67%
90.85%
1.67
35.29%
44.48%
2.57
Stocks
-7.2%
5.98%
38.87%
0.01
None
2022-12-13
439.08%
76.4%
1.33
41.74%
52.88%
1.83
Stocks
5.91%
24.81%
34.41%
Daily
2023-04-23
410.87%
86.75%
1.84
27.5%
37.64%
3.15
Stocks
-5.87%
7.41%
39.14%
0.01
None
2022-10-30
367.45%
64.9%
1.19
42.83%
54.33%
1.52
Stocks
2.64%
19.53%
65.4%
0.09
None
2023-09-22
362.46%
100.69%
1.53
38.74%
56.05%
2.60
Stocks
30.32%
78.45%
132.14%
Daily
2022-12-14
360.73%
67.42%
1.38
36.27%
44.36%
1.86
Stocks
-3.59%
9.52%
29.94%
Daily
2022-10-24
354.17%
62.85%
1.05
41.75%
64.87%
1.51
Stocks
-10.1%
-2.35%
20.12%
Daily
2022-10-20
327.96%
59.57%
0.96
48.94%
76.49%
1.22
Stocks
-12.13%
-6.32%
-7.48%
Daily
2023-07-30
317.24%
83.88%
1.29
45.06%
60.22%
1.86
Stocks
8.25%
51.97%
97.84%
0.01
None
2023-04-23
304.49%
70.78%
1.80
26.13%
32.57%
2.71
Stocks
-3.17%
4.47%
31.14%
0.01
None
2023-05-26
300.14%
73.38%
1.21
42.02%
59.53%
1.75
Stocks
-0.73%
9.24%
32.07%
0.1
None
2023-05-25
300.14%
73.38%
1.21
42.02%
59.53%
1.75
Stocks
-0.73%
9.24%
32.07%
0.1
None
2023-10-02
296.46%
88.62%
1.47
50.01%
52.41%
1.77
Stocks
1.94%
41.47%
113.81%
Daily
2022-11-18
296.25%
57.48%
0.94
49.91%
79.7%
1.15
Stocks
-13.18%
-7.3%
12.73%
Daily
2023-03-23
289.05%
65.57%
0.99
49.09%
81.99%
1.34
Stocks
-12.13%
-6.32%
14.33%
Daily
2023-08-13
287.28%
79.91%
1.36
31.45%
53.52%
2.54
Stocks
2.68%
24.56%
83.8%
0.03
None
2022-10-31
279.24%
54.08%
0.96
39.3%
65.15%
1.38
Stocks
-10.1%
-2.35%
25.16%
Daily
...