Skip to Content
Symphonies
Beastly Low Beta - Aug, 2022 | https://www.investorcollab.com
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Buys 6 calmer, defensive stocks that dropped most over the past ~15 days, aiming for a rebound. Equal‑weighted, no fixed rebalancing; heavy tilt to healthcare, staples, energy, gold, and market‑infrastructure.
NutHow it works
Start with a hand‑picked list of steadier, defensive stocks (many in healthcare, staples, energy, gold, and an exchange). Each run, it scores 15 trading days of recent price movement (a 0–100 “heat” score: low = fell recently). It buys the 6 lowest‑scoring names (buy the dip) and splits money evenly. No set rebalancing; you rerun to refresh. Name says “Low Beta” because the starting list tends to swing less than the market; a 3% band avoids tiny top‑ups.
CheckmarkValue prop
Out-of-sample annualized return ~57% vs S&P ~35%; strong risk-adjusted metrics (Calmar ~6.74, Sharpe ~2.42) and low beta (~0.57). A defensive, mean-reversion, equal-weight basket designed to capture rebounds with steadier market exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.740.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
261.5%14.88%0.54%-0.34%0.85
Beastly Low Beta - Aug, 2022 | https://www.investorcollab.com
714.12%25.4%1.03%5.58%1.11
Initial Investment
$10,000.00
Final Value
$81,411.59
Regulatory Fees
$482.12
Total Slippage
$2,774.04
Invest in this strategy
OOS Start Date
May 9, 2025
Trading Setting
Threshold 3%
Type
Stocks
Category
Equities, mean reversion, low beta, rsi(15), equal weight, defensive sectors
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
AMN
AMN Healthcare Services
Stocks
B
Barrick Mining Corporation
Stocks
CALM
Cal-Maine Foods Inc
Stocks
CME
CME Group Inc.
Stocks
CTRA
Coterra Energy Inc.
Stocks
FCN
FTI Consulting, Inc.
Stocks
LRN
Stride, Inc.
Stocks
NEM
Newmont Corporation
Stocks
NTES
NetEase, inc.
Stocks
QDEL
QuidelOrtho Corporation Common Stock
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 toQDEL, ZTO, B, NTES, TPBandQGEN. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 53.25%. 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, and options.