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Symphonies
Apple, also terrible | Deez | 8JUL2023 | 3YR BT AR -1.2%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily toggle between Apple and a T‑bill ETF: buy Apple only when a 2‑day strength score (RSI) is above 69; otherwise hold BIL. Highly concentrated, trades often, and relies on very short‑term strength persisting. The label notes a 3‑yr backtest at about −1.2%/yr.
NutHow it works
Each day the strategy checks a simple “strength” score for Apple based on its last 2 days (RSI, a 0–100 measure of how strong recent up vs down days were). If that score is above 69, it buys Apple. If not, it parks the money in BIL, a T‑bill (cash‑like) ETF. Then it repeats daily.
CheckmarkValue prop
Low-beta, diversified exposure with a built-in cash hedge. Out-of-sample return about 11% vs SPY’s 21%, but a Sharpe ~0.76 and Calmar ~0.48 offer stronger risk-adjusted stability and portfolio diversification in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.290.110.33
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
511.36%10.13%-2.85%-2.42%0.59
Apple, also terrible | Deez | 8JUL2023 | 3YR BT AR -1.2%
1,625.95%16.39%2.72%9.09%0.97
Initial Investment
$10,000.00
Final Value
$172,595.28
Regulatory Fees
$3,313.15
Total Slippage
$21,244.94
Invest in this strategy
OOS Start Date
Jul 8, 2023
Trading Setting
Daily
Type
Stocks
Category
Single-stock timing, rsi trigger, short-term momentum, daily rebalancing, cash/t-bills defense
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 14.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.43%. 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 the symphony, 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.