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Symphonies
Aberrant NVDA RSI events test1.2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

NVDA‑led tactical strategy. After big 60‑day runups it parks in BIL. Otherwise it uses volatility, trend, and an oversold (RSI) signal to shift among NVDA, mega‑cap tech (MSFT/AAPL), cash‑like T‑bills (BIL), and a strong‑USD fund (UUP). Rebalances daily.
NutHow it works
1) If NVIDIA gained ≥50% in the last 60 days, park in BIL (a cash‑like T‑bill fund) to lock in gains. 2) Otherwise, read volatility (how bumpy) and trend (average return): when calm and the short‑term trend beats the long‑term, own NVDA; if less clear, hold the two strongest of NVDA/MSFT/BIL/UUP (or NVDA/AAPL/BIL/UUP), giving more weight to the steadier one. 3) If turbulence rises, buy the dip in big tech only when NVDA looks oversold (RSI < 39 = fell too fast); if not, stay defensive (BIL/UUP). Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.20 vs SPY ~0.94; annualized return ~27.66% vs 17.70%; Calmar ~1.34. Drawdowns ~20.71% vs SPY ~18.76%. Higher upside with risk-managed flexibility and adaptive assets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.160.770.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
558.02%10.74%0.54%-0.34%0.61
Aberrant NVDA RSI events test1.2
4,502%23.05%-1.3%-4.9%0.83
Initial Investment
$10,000.00
Final Value
$460,199.54
Regulatory Fees
$2,604.26
Total Slippage
$12,164.47
Invest in this strategy
OOS Start Date
Feb 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,volatility targeting,rsi oversold,mega-cap tech,defensive cash (t-bills),us dollar (uup),daily rebalance
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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 test1.2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Aberrant NVDA RSI events test1.2" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Aberrant NVDA RSI events test1.2" has returned 19.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Aberrant NVDA RSI events test1.2" is 20.71%. 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 test1.2", 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.