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Symphonies
Aberrant NVDA RSI events test1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily NVDA strategy: buy NVDA when volatility is easing and momentum is improving, or after sharp, oversold dips. If signals are weak, hold a low-vol mix of NVDA and Apple; otherwise sit in T-Bills (BIL).
NutHow it works
Focuses on NVIDIA (NVDA). Each day it checks two things: volatility (how jumpy price has been) and momentum (RSI: a 0-100 gauge of recent gains vs losses). If swings are calming (20d vol < 30d) and short-term momentum improves (14d RSI > 24d), it buys NVDA. If calm but momentum isn't, it blends NVDA and Apple (AAPL), favoring the steadier stock (inverse-vol). If swings just spiked (14d > 28d) and NVDA looks 'washed out' (20d RSI < 39), it buys NVDA. Else it parks in BIL (T-Bills). Exposure: mostly big-tech or T-Bills.
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P on risk-adjusted gains: oos Sharpe ~1.90 vs 0.96, Calmar ~3.03, annualized return ~77.6% vs 18.1%. It uses volatility regimes to capture upside and limit downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.211.220.430.65
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
519.21%10.2%-1.77%0.2%0.59
Aberrant NVDA RSI events test1
20,958.82%32.98%-2.6%1.38%0.96
Initial Investment
$10,000.00
Final Value
$2,105,882.42
Regulatory Fees
$7,115.53
Total Slippage
$41,170.19
Invest in this strategy
OOS Start Date
Feb 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum and volatility regime, nvda-focused, aapl inverse-vol hedge, t-bill fallback, daily rebalance
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
NVDA
Nvidia Corp
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.

"Aberrant NVDA RSI events test1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Aberrant NVDA RSI events test1" is currently allocated toAAPLandNVDA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Aberrant NVDA RSI events test1" has returned 62.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Aberrant NVDA RSI events test1" is 25.60%. 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 "Aberrant NVDA RSI events test1", 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.