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Symphonies
123 CFM Test
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily trend filter: if the S&P 500 is in an uptrend, own a tech‑ and healthcare‑heavy basket of 10 large stocks sized by recent steadiness; if not, sit in short‑term T‑bills (BIL) to limit drawdowns.
NutHow it works
Each day: 1) If SPY (an S&P 500 fund) is above its 200‑day average price—a long‑term trend line—go “risk‑on.” 2) Risk‑on: own 10 large stocks (Meta, Google, Micron, GM, AstraZeneca, Applied Materials, Centene, Gilead, Bristol‑Myers, Molina), giving steadier names bigger weights based on ~50 days of moves. 3) Otherwise hold BIL (short‑term T‑bills). Rebalances daily.
CheckmarkValue prop
Invest in a rules-based strategy: when SPY is up, a low-vol tech/healthcare basket; when down, 100% BIL to protect capital. Out-of-sample: beta ~0.65, max drawdown 8.1%, Calmar 1.21, ~9.8% annualized. Lower drawdown, steadier risk vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.470.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
591.36%14.98%1.36%13.5%0.92
123 CFM Test
1,040.15%19.21%3.69%8.23%1.29
Initial Investment
$10,000.00
Final Value
$114,014.92
Regulatory Fees
$173.49
Total Slippage
$888.40
Invest in this strategy
OOS Start Date
Feb 21, 2026
Trading Setting
Daily
Type
Stocks
Category
Trend-following, 200-day ma, inverse-vol weighting, tactical equities, t-bills, daily rebalance
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
AMAT
Applied Materials Inc
Stocks
AZN
AstraZeneca PLC
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BMY
Bristol-Myers Squibb Co.
Stocks
CNC
Centene Corporation
Stocks
GILD
Gilead Sciences Inc
Stocks
GM
General Motors Company
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
MOH
Molina Healthcare, 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.

"123 CFM Test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"123 CFM Test" is currently allocated toMETA, AZN, GOOGL, MU, AMAT, GM, MOH, CNC, GILDandBMY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "123 CFM Test" has returned 9.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "123 CFM Test" is 8.10%. 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 "123 CFM Test", 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.