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Symphonies
AlgoZen test
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Mostly sits in short‑term T‑bills. When tech momentum looks extremely hot, it adds a one‑third position in a volatility fund (VIXY) as a hedge, keeping two‑thirds in T‑bills. Checks and rebalances daily.
NutHow it works
Each day, it checks how “hot” big U.S. tech stocks have been lately by looking at a 10‑day RSI on VGT (Vanguard’s tech ETF). If that reading is very high (>78.67), it holds about 67% in BIL (short‑term T‑bills) and 33% in VIXY (a fund that tends to jump when market fear spikes). Otherwise it stays 100% in BIL. RSI is a 0–100 scale that sums up how fast prices have been rising versus falling. Very high numbers mean an unusually strong recent run‑up, which this strategy treats as a possible “too hot” warning.
CheckmarkValue prop
Defensive, high risk-adjusted edge: oos Sharpe ~4.15 vs S&P 0.84; Calmar ~9.34; max drawdown ~0.55% vs 18.8%; near-zero beta; capital preservation with a T-bill core and occasional VIXY hedge.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.06-0.030.01-0.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
602.51%13.99%1.36%5.73%0.85
AlgoZen test
117.32%5.35%0.33%1.34%1.2
Initial Investment
$10,000.00
Final Value
$21,731.94
Regulatory Fees
$16.79
Total Slippage
$97.64
Invest in this strategy
OOS Start Date
Feb 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Defensive, cash/t-bills, volatility hedge, momentum trigger, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"AlgoZen test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"AlgoZen test" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "AlgoZen test" has returned 5.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "AlgoZen test" is 0.55%. 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 "AlgoZen 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, crypto, and options.