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Symphonies
Beastly Low Beta - Aug, 2022 | https://www.investorcollab.com
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A contrarian, low-volatility stock picker: from a defensive list, it buys the 6 stocks that have fallen the most over ~3 weeks (low RSI) and weights them equally, aiming to catch rebounds while keeping overall market sensitivity lower.
NutHow it works
Starts with ~19 steadier stocks (heavy in healthcare plus staples, gold, energy; e.g., Vertex, Regeneron, Sprouts, Newmont, CME). Each run it looks at the last ~15 trading days and uses a simple “recent slump” score (RSI: lower = more beaten down). It buys the 6 lowest and splits money evenly. No fixed rebalancing; you refresh when the picks change.
CheckmarkValue prop
Out-of-sample, this contrarian, low-vol strategy targets beaten-down defensive stocks, delivering 59.6% annualized returns vs SPY's 41.2%, beta ~0.64 and Calmar ~7.05, offering strong upside with lower market exposure (209 days).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.740.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
262.05%15.32%1.36%5.73%0.87
Beastly Low Beta - Aug, 2022 | https://www.investorcollab.com
668.87%25.36%5.84%4.62%1.11
Initial Investment
$10,000.00
Final Value
$76,887.25
Regulatory Fees
$458.68
Total Slippage
$2,629.89
Invest in this strategy
OOS Start Date
May 9, 2025
Trading Setting
Threshold 3%
Type
Stocks
Category
Equities, low beta, mean reversion, rsi(15), equal-weight, long-only, defensive tilt
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.

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

The symphony is currently allocated toSFM, CME, RMD, AMN, CALMandLRN. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 59.64%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 8.46%. 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, crypto, and options.