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Symphonies
🤷🏻‍♂️🤷🏻‍♂️
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own six large stocks, giving more weight to the calmer ones. But if a short-term “heat gauge” on low-vol S&P 500 stocks gets very hot (RSI>75), flip entirely into a 3x inverse S&P 500 fund to bet against a pullback.
NutHow it works
1) We watch a 10-day “heat gauge” (RSI, 0–100) on SPLV, an ETF of the calmest S&P 500 stocks. 2) If that gauge is very hot (>75), we switch 100% into SPXS, a fund that moves opposite the S&P 500, about 3x per day. 3) Otherwise we own COST, NVO, LLY, PGR, NVDA, AMZN. Calmer stocks (lower 20‑day volatility) get more money. This mixes healthcare, tech, retail, and insurance.
CheckmarkValue prop
Out-of-sample edge: lower drawdown (17.0% vs 18.8%), Calmar 0.84, Sharpe 0.77 vs the S&P 500’s 1.01, and 14.3% annualized return. Adds downside protection by switching to inverse exposure when markets heat up.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.740.460.68
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
558.46%13.62%0.54%-0.34%0.83
🤷🏻‍♂️🤷🏻‍♂️
5,975.81%32.08%-6.1%0.85%1.57
Initial Investment
$10,000.00
Final Value
$607,581.07
Regulatory Fees
$750.58
Total Slippage
$4,826.82
Invest in this strategy
OOS Start Date
Jul 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Equities, market timing, rsi signal, inverse-vol weighting, leveraged inverse etf, large-cap us, sector diversified
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
AMZN
Amazon.Com Inc
Stocks
COST
Costco Wholesale Corp
Stocks
LLY
Eli Lilly & Co.
Stocks
NVDA
Nvidia Corp
Stocks
NVO
Novo-Nordisk A/S
Stocks
PGR
Progressive Corporation
Stocks
SPLV
Invesco S&P 500 Low Volatility ETF
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x Shares
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"🤷🏻‍♂️🤷🏻‍♂️" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"🤷🏻‍♂️🤷🏻‍♂️" is currently allocated toLLY, NVO, PGR, AMZN, COSTandNVDA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "🤷🏻‍♂️🤷🏻‍♂️" has returned 9.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "🤷🏻‍♂️🤷🏻‍♂️" is 17.04%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "🤷🏻‍♂️🤷🏻‍♂️", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.