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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.

Trading Strategy Name
Categories
Asset Classes
Rebalance Corridor Width
Rebalance Frequency
2022-10-21
401.87%
68.07%
1.02
49.09%
78.45%
1.39
Stocks
-12.13%
-6.32%
14.34%
Daily
2022-10-28
291.25%
55.56%
0.88
52.77%
88.74%
1.05
Stocks
-12.13%
-5.2%
21.84%
Daily
2022-10-28
268.63%
52.59%
0.90
49.09%
79.17%
1.07
Stocks
-12.13%
-6.32%
14.33%
Daily
2023-02-09
265.42%
58.6%
0.97
49.82%
75.38%
1.18
Stocks
-12.13%
-6.32%
-18.09%
Daily
2022-11-26
264.72%
53.75%
0.91
48.96%
79.91%
1.10
Stocks
-12.13%
-6.32%
19.66%
Daily
2022-10-06
254.04%
49.29%
1.15
44.6%
42.57%
1.11
Stocks
0.62%
5.61%
32.39%
Quarterly
2023-07-03
229.77%
63.71%
0.97
49.09%
83.96%
1.30
Stocks
-12.13%
-6.32%
14.33%
Daily
2023-01-30
226.8%
51.71%
0.88
65.35%
89%
0.79
Stocks
-28.52%
3.96%
-21.66%
0.1
None
2022-10-28
211.94%
44.49%
0.83
49.09%
79.95%
0.91
Stocks
-12.13%
-6.32%
14.33%
Daily
2022-12-13
196.21%
44.24%
0.83
49.09%
80.47%
0.90
Stocks
-12.13%
-6.32%
14.33%
0.1
None
2023-08-20
184.97%
58.12%
1.40
21.07%
37.71%
2.76
Stocks
-2.57%
5.89%
91.32%
Daily
2022-10-28
175.67%
38.82%
0.78
49.09%
80.04%
0.79
Stocks
-12.13%
-6.32%
14.33%
Daily
2024-04-15
163.61%
80.66%
1.15
46.07%
77.83%
1.75
Stocks
-4.96%
19.32%
154.86%
Daily
2023-01-26
158.2%
39.5%
0.80
71.94%
93.69%
0.55
Stocks
-28.42%
-2.76%
-19.64%
Daily
2024-04-25
124.01%
65.17%
1.20
44.13%
53.35%
1.48
Stocks
7.82%
37.95%
42%
Daily
2023-06-25
113.34%
36.41%
0.79
66.25%
62.43%
0.55
Stocks
-14.12%
18.64%
18.34%
0.1
None
2024-07-08
109.96%
69.06%
1.26
51.79%
52.28%
1.33
Stocks
1.31%
3.78%
5.87%
0.1
None
2022-12-29
107.58%
28.41%
0.68
57.74%
69.59%
0.49
Stocks
-14.86%
-8.52%
-27.96%
0.04
None
2023-10-01
103.95%
38.87%
0.78
47%
80.28%
0.83
Stocks
-12.2%
-6.73%
-13.54%
0.01
None
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