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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

A daily, NVIDIA‑led tactic with a hard brake: after very big 60‑day NVDA run‑ups (>50%) it parks in T‑bills (BIL). Otherwise it reads trend and volatility to go all‑in NVDA, rotate to MSFT/AAPL, or hide in BIL/UUP, using RSI for oversold bounces.
NutHow it works
Core idea: follow NVIDIA (NVDA) but step aside after extreme run‑ups. If NVDA gained >50% in 60 days, it moves to BIL (a cash‑like T‑bill ETF). Otherwise it labels markets as calm or choppy by comparing recent vs past volatility. - Calm and NVDA’s short‑term trend beats its long‑term trend: buy NVDA. - Calm but trend weak: own the two strongest of NVDA, MSFT, BIL (cash), and UUP (benefits from a stronger US dollar), tilting toward the steadier one. - Choppy: if NVDA looks “washed out” on RSI (a gauge of fast drops; below ~39), buy NVDA, MSFT, and AAPL equally; else own the two strongest of NVDA, AAPL, BIL, UUP (tilted steadier). Rebalances daily.
CheckmarkValue prop
Out-of-sample annualized return 27.66% vs 17.70% for the S&P, with a higher Sharpe (~1.20 vs ~0.94) and Calmar ~1.34. NVDA-driven momentum plus cash hedges seek bigger upside while managing risk, even if drawdowns can be larger.
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
547.86%10.63%-1.77%0.2%0.61
Aberrant NVDA RSI events test1.2
4,519.95%23.03%-0.13%-3.92%0.83
Initial Investment
$10,000.00
Final Value
$461,995.05
Regulatory Fees
$2,625.95
Total Slippage
$12,303.55
Invest in this strategy
OOS Start Date
Feb 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical nvda-led, momentum + rsi, volatility-regime, mega-cap tech, t‑bills cash, us dollar hedge, 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 toBILandUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Aberrant NVDA RSI events test1.2" has returned 19.50%. 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.