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

About

A rules‑based tactical strategy: if big‑tech momentum is weak or stressed it holds defensive ETFs; when conditions are calm it buys 12 “buy‑the‑dip, turning‑up” names from a wide list. Equal‑weighted, with two market risk checks.
NutHow it works
Trend check: if QQQ is below its 200‑day average (long‑term trend), hold defensive ETFs: cash/T‑bills, Treasuries, inflation‑linked, buffer/buyback funds, small volatility trade. Danger check: if QQQ is above trend but its recent worst 1‑mo drop is big (gauged with PSQ, an inverse‑QQQ ETF), shift to a more defensive basket: cash/T‑bills, Treasuries, dividend/low‑vol stocks, convertibles, volatility hedge. Stock picks: otherwise, equal‑weight 12 names that are short‑term “cold” by 10‑day RSI (a hot/cold score) yet show strong 21‑day returns.
CheckmarkValue prop
Out-of-sample edge: Sharpe up to 1.37 vs ~1.32 for the S&P, Calmar ~3.16, and outsized annualized return (~74.5%) from a rules-based, regime-adaptive system that shifts toward defensive or equities as conditions warrant.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.242.540.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
9.59%15.83%-0.15%0.4%1.36
Coffee Can Filters and Stop
37.63%66.97%2.35%-2.68%1.31
Initial Investment
$10,000.00
Final Value
$13,762.89
Regulatory Fees
$15.47
Total Slippage
$82.45
Invest in this strategy
OOS Start Date
Sep 27, 2025
Trading Setting
Threshold 1.2%
Type
Stocks
Category
Tactical allocation, trend filter, momentum/dip-buying, risk management, etfs + stocks, leveraged etfs allowed
Tickers in this symphonyThis symphony trades 180 assets in total
Ticker
Type
AAPU
Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X Shares
Stocks
ABNB
Airbnb, Inc. Class A Common Stock
Stocks
ALNT
Allient Inc. Common Stock
Stocks
AMBA
Ambarella, Inc. Ordinary Shares
Stocks
AMDL
GraniteShares 2x Long AMD Daily ETF
Stocks
AME
Ametek, Inc.
Stocks
AMP
Ameriprise Financial, Inc.
Stocks
AMR
Alpha Metallurgical Resources, Inc.
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X Shares
Stocks
ANET
Arista Networks
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.

"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 toARM, DTIL, CIEN, CRSP, CRCL, RRX, CEG, UGL, MRNA, DELL, SPHRandOXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Coffee Can Filters and Stop" has returned 17.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Coffee Can Filters and Stop" is 23.59%. 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, and options.