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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 rule-based strategy that guards against downturns with cash/hedges when the market trends weak, and, when favorable, selects 12 momentum-driven stocks from a large pool using a two-step RSI and short-term return filter.
NutHow it works
Check market trend (QQQ vs 200-day). If weak: shift to cash/risk-off assets (e.g., short-term Treasuries, money market, volatility hedges). If strong: build a 12-name stock list by (1) picking the 17 stocks with the lowest short-term momentum (RSI window 10), then (2) selecting the 12 with the highest 21-day cumulative return. Hold those 12 and rebalance only within a small corridor (0.012). The overall effort combines a safety net with a data-driven, short-term momentum stock screen across a broad universe.
CheckmarkValue prop
Out-of-sample, this strategy targets ~74.5% annualized return vs ~16.3% for the S&P, with Sharpe ~1.37 and Calmar ~3.16. It uses cash/hedges in downturns, delivering stronger risk-adjusted gains despite higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.312.420.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
7.3%11.28%-1.77%0.2%1
Coffee Can Filters and Stop
36.65%60.64%3.46%3.71%1.25
Initial Investment
$10,000.00
Final Value
$13,665.01
Regulatory Fees
$16.39
Total Slippage
$87.84
Invest in this strategy
OOS Start Date
Sep 27, 2025
Trading Setting
Threshold 1.2%
Type
Stocks
Category
Quantitative, momentum, equity selection, risk management
Tickers in this symphonyThis symphony trades 180 assets in total
Ticker
Type
AAPU
Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X ETF
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 ETF
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 toELM, ETHU, COIN, DTIL, MSTU, ICVT, CRCL, PMMF, HIMS, SPHD, SCHO, MRNA, DELL, CJMB, VIXM, OXY, BIL, PTIRandTSSI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Coffee Can Filters and Stop" has returned 12.16%. 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.