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Symphonies
0. Elemental Reserve #Gamma #A #100
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it buys the 2 out of 4 industrial/steel stocks that have fallen the most recently, gives more weight to the steadier one, and keeps half the portfolio in cash. Aims to profit from short-term rebounds with a built‑in cash cushion.
NutHow it works
What it owns: 4 industrial/steel stocks: ArcelorMittal (steel), Nucor (steel), Parker‑Hannifin (industrial parts), Rockwell Automation (factory automation). Each day, it picks the 2 that have fallen the most recently (low RSI = more recent down than up moves). It puts 50% in cash and 50% in those 2 stocks, giving more weight to the steadier one (lower recent volatility).
CheckmarkValue prop
Out-of-sample: extremely low drawdown (~1.5%), ultra-stable risk, and strong risk-adjusted returns (high Calmar) thanks to a 50% cash cushion and inverse-vol weights on 4 industrials/materials. A steadier, more resilient ride versus the S&P in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.151.260.440.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
1,122.99%9.23%-0.17%3.34%0.55
0. Elemental Reserve #Gamma #A #100
48,605.99%24.39%7.11%34.94%0.77
Initial Investment
$10,000.00
Final Value
$4,870,598.52
Regulatory Fees
$16,669.55
Total Slippage
$109,020.97
Invest in this strategy
OOS Start Date
Jan 20, 2026
Trading Setting
Daily
Type
Stocks
Category
Equities, mean reversion, rsi-based selection, inverse-vol weighting, daily rebalance, industrials/materials, cash overlay, concentrated
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
MT
ArcelorMittal
Stocks
NUE
Nucor Corporation
Stocks
PH
Parker-Hannifin Corporation
Stocks
ROK
Rockwell Automation, Inc.
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.

"0. Elemental Reserve #Gamma #A #100" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"0. Elemental Reserve #Gamma #A #100" is currently allocated toPHandROK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "0. Elemental Reserve #Gamma #A #100" has returned 168.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "0. Elemental Reserve #Gamma #A #100" is 2.72%. 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 "0. Elemental Reserve #Gamma #A #100", 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, crypto, and options.