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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

Keeps 50% in cash. Each day, among MT, NUE, PH, and ROK, buys the two that have dropped most recently (by a 14‑day strength score) and gives more weight to the steadier one (12‑day). Industrial/materials focus; aims for short‑term mean reversion.
NutHow it works
Half the money stays in cash. From four US‑listed industrial/steel names—ArcelorMittal (MT), Nucor (NUE), Parker‑Hannifin (PH), and Rockwell Automation (ROK)—it picks the two that have fallen the most lately, using a 14‑day 0–100 “recent gains vs losses” score (lower = weaker). The calmer of the two (over ~12 days) gets more money, the jumpier one gets less. Rebalanced daily.
CheckmarkValue prop
Out-of-sample results show strong risk-adjusted gains vs the S&P: ~105% annualized return, Sharpe 3.48, max drawdown 1.48%, Calmar 71. With 50% cash and industrials mean-reversion, it seeks higher upside with much lower risk.
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
1,087.87%9.09%-1.77%0.2%0.54
0. Elemental Reserve #Gamma #A #100
42,635.56%23.73%-8.04%1.14%0.76
Initial Investment
$10,000.00
Final Value
$4,273,555.66
Regulatory Fees
$17,068.82
Total Slippage
$111,819.58
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, cash buffer, daily rebalance, industrials/materials
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 toPHandNUE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "0. Elemental Reserve #Gamma #A #100" has returned -38.00%. 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 12.67%. 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, and options.