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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:

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

2023-03-14

2636.85%

205.85%

1.67

52.79%

91.45%

3.90

Stocks

75.66%

130.72%

453.03%

—

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

2022-10-30

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

2022-11-07

643.47%

83.61%

1.12

75.05%

91.22%

1.11

Stocks

-8.97%

-7.31%

104.98%

—

Daily

2023-02-24

627.22%

93.24%

1.37

57.14%

60.8%

1.63

Stocks

4.16%

2.2%

121.72%

—

Daily

2022-09-14

596.72%

75.35%

1.23

51.17%

60.52%

1.47

Stocks

1%

-9.32%

84.39%

—

Daily

2022-11-04

594.26%

79.71%

1.10

75.05%

91.24%

1.06

Stocks

-8.97%

-7.31%

104.98%

—

Daily

2023-03-14

584.59%

91.52%

1.45

43.06%

54.88%

2.13

Stocks

9.34%

16.31%

112.52%

—

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

2024-01-17

568.43%

145.1%

1.48

40.75%

82.6%

3.56

Stocks

22.31%

50.9%

264.3%

—

Daily

2023-05-16

550.64%

95.87%

1.85

35.45%

40.68%

2.70

Stocks

8.9%

26.11%

101.78%

—

Weekly

2023-03-16

538.69%

87.4%

1.41

44.44%

54.71%

1.97

Stocks

15.02%

11.11%

116.24%

—

Daily

2023-03-16

538.69%

87.4%

1.41

44.44%

54.71%

1.97

Stocks

15.02%

11.11%

116.24%

—

Daily

2023-02-07

534.26%

83.05%

1.31

50.71%

59.18%

1.64

Stocks

1.82%

-5.19%

97.58%

0.25

None

2022-10-16

493.11%

69.83%

1.21

50.63%

57.17%

1.38

Stocks

1%

-9.32%

77.54%

—

Daily

...