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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

Daily, sit in T‑bills; if tech’s short‑term “heat” is extreme (10‑day RSI of VGT > 78.67), switch to ~67% T‑bills and ~33% VIXY to hedge for a volatility pop. Otherwise remain fully in T‑bills. No direct stock exposure.
NutHow it works
Each day it checks how “hot” big tech has been using a 10‑day RSI on VGT (a tech-sector fund). RSI is a short-term heat score; very high = overheated. If RSI > 78.67, it holds about 2/3 BIL (T‑bills) and 1/3 VIXY (rises when market fear spikes). Otherwise it stays 100% in BIL. VGT is only a thermometer, not a holding.
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted performance vs the S&P: high Sharpe, near-zero beta, very small drawdowns, and a built-in volatility hedge for downside protection.
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
633.09%13.95%6.16%5.09%0.85
AlgoZen test
119.2%5.28%-0.12%0.42%1.19
Initial Investment
$10,000.00
Final Value
$21,920.37
Regulatory Fees
$17.04
Total Slippage
$99.13
Invest in this strategy
OOS Start Date
Feb 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Defensive, cash/t-bills, volatility hedge, tactical timing, rsi signal, tech-driven signal, daily rebalance
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
VGT
Vanguard Information Technology ETF
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
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.

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

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

Year-to-date, "AlgoZen test" has returned 4.31%. 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, and options.