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Symphonies
Coffee Can Filters and Stop
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical strategy: go defensive when the Nasdaq’s long‑term trend is weak, and otherwise own 12 “oversold but bouncing” picks from a broad list. If warning signs appear (via PSQ), split between offense and safety. Equal‑weight everything.
NutHow it works
It first checks the Nasdaq-100 trend using QQQ’s 200‑day average. If price is below it (downtrend), it parks most money in cash, T‑bills, inflation‑hedged and “buffer” ETFs, and other safer funds. If above it, it picks 12 names that are “oversold” (low 10‑day RSI) but already bouncing over the last month. If a PSQ‑based warning flashes, it splits between those picks and safer ETFs. All are equal‑weighted.
CheckmarkValue prop
Out-of-sample edge: ~67% annualized return vs ~17% S&P; Calmar ~3.0, Sharpe ~1.22. Equal-weighted offense/defense with risk controls aims for consistent upside and downside protection, though drawdowns can reach ~23% in stress.

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Invest in this strategy
OOS Start Date
Sep 27, 2025
Trading Setting
Threshold 1.2%
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, momentum, risk-managed, equities/etfs, volatility-aware
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.

"Coffee Can Filters and Stop" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Coffee Can Filters and Stop" is currently allocated toRDTL, BBAI, LMND, BRKR, GGLL, VFC, TBRG, QXO, AVL, SPHR, XPELandREGN. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Coffee Can Filters and Stop" has returned 67.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Coffee Can Filters and Stop" is 22.86%. 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 "Coffee Can Filters and Stop", 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.