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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

Buys 6 equal‑weighted stocks that have fallen the most recently (low 15‑day RSI) from a mostly steadier, defensive list—aiming for short‑term rebounds with lower‑than‑market volatility.
NutHow it works
It starts with a hand‑picked list of mostly steadier stocks (tend to wiggle less than the market). For each, it checks a 15‑day “heat meter” called RSI—a 0–100 score of how quickly price has moved; low = recently sold off. It buys the 6 with the lowest scores and splits the money evenly. Goal: buy recent dips in steadier names. No fixed rebalance; mainly updates when you rerun it or if weights drift a lot.
CheckmarkValue prop
Big upside with lower market beta. OOS return ~57% vs SPY ~35-36%; Calmar ~6.7; beta ~0.57. Drawdown is higher, but risk-adjusted gains and diversification offer a meaningful edge over the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.740.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
255.91%14.63%-1.77%0.2%0.84
Beastly Low Beta - Aug, 2022 | https://www.investorcollab.com
684.45%24.8%0.6%1.22%1.09
Initial Investment
$10,000.00
Final Value
$78,444.92
Regulatory Fees
$484.89
Total Slippage
$2,790.88
Invest in this strategy
OOS Start Date
May 9, 2025
Trading Setting
Threshold 3%
Type
Stocks
Category
Equities, mean reversion, low beta, rsi-based, equal-weight, defensive tilt
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 toNEM, QDEL, B, RMD, TPBandQGEN. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 37.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.48%. 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.