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Symphony Database

The Composer Symphony Database is a browsable catalog of fully backtested, automated trading strategies (“symphonies”) across stocks and ETFs. 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:

Mean Reversion Strategies

Strategies that profit from price movements returning to their historical average. These symphonies identify overbought or oversold conditions and position for price corrections, working well in range-bound or volatile markets.

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Trading Strategy Name

Categories

Asset Classes

Rebalance Corridor Width

Rebalance Frequency

2023-03-14

2636.85%

205.85%

1.67

52.79%

91.45%

3.90

Stocks

75.66%

130.72%

453.03%

—

Daily

2022-12-05

1711.98%

145.46%

1.51

68.96%

80.86%

2.11

Stocks

10.3%

17.38%

309.11%

—

Daily

2022-07-28

1699.3%

124.01%

1.45

49.18%

73.91%

2.52

Stocks

24.42%

-4.06%

284.5%

0.03

None

2022-07-20

1320.7%

108.69%

1.51

46.96%

61.25%

2.31

Stocks

-7.69%

-17.12%

112.2%

0.05

None

2022-11-10

1102.5%

112.97%

1.25

80.84%

100.54%

1.40

Stocks

6.45%

25.38%

232.25%

—

Daily

2022-11-04

998.17%

106.45%

1.60

41.02%

54.37%

2.59

Stocks

2.53%

7.77%

102.08%

0.09

None

2022-08-24

706.84%

81.34%

1.27

51.17%

61.4%

1.59

Stocks

1%

-9.32%

84.39%

—

Daily

2022-08-24

706.84%

81.34%

1.27

51.17%

61.4%

1.59

Stocks

1%

-9.32%

84.39%

—

Daily

2022-10-30

665.28%

84.54%

1.34

50.76%

58.79%

1.67

Stocks

1%

-9.32%

72.66%

—

Daily

2022-10-26

658.86%

83.67%

1.15

49.39%

76.03%

1.69

Stocks

7.36%

18.53%

121%

—

Daily

2023-01-24

650.25%

91.76%

1.40

50.19%

58.92%

1.83

Stocks

1%

-9.32%

79.32%

—

Daily

2022-11-08

643.47%

83.61%

1.12

75.05%

91.22%

1.11

Stocks

-8.97%

-7.31%

104.98%

—

Daily

2024-01-09

638.64%

154.7%

2.00

36.4%

53.91%

4.25

Stocks

1.82%

11.06%

111.29%

—

Daily

2022-10-20

638.01%

81.63%

1.28

58.04%

61.4%

1.41

Stocks

1%

-9.32%

52.86%

0.1

None

2022-12-08

627.4%

85.4%

1.50

44.89%

48.44%

1.90

Stocks

3.02%

-1.66%

96.79%

0.25

None

2023-02-24

627.22%

93.24%

1.37

57.14%

60.8%

1.63

Stocks

4.16%

2.2%

121.72%

—

Daily

2022-11-04

594.26%

79.71%

1.10

75.05%

91.24%

1.06

Stocks

-8.97%

-7.31%

104.98%

—

Daily

2023-04-23

578.61%

95.83%

1.45

42.74%

58.29%

2.24

Stocks

5.25%

2.66%

118.93%

—

Daily

2023-04-26

577.97%

96.13%

1.50

50.63%

54.8%

1.90

Stocks

1%

-9.32%

77.54%

—

Daily

2024-05-29

568.72%

195.46%

1.84

25.44%

72.93%

7.68

Stocks

3.83%

14.17%

65.94%

0.1

None

...