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Colab Experiment | Gobi
Today’s Change

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

About

A daily, rule-based momentum strategy that tilts between tech/internet ETFs (QQQ, XLK, FDN) and cash/hedges (BIL, VIXY) using RSI and moving-average momentum signals. It runs a set of signals to decide allocations, with a daily rebalance.
NutHow it works
- Runs daily to decide where to invest among a small group of ETFs and cash/hedge proxies. - Uses momentum: RSI (momentum strength) and moving-average-return (trend direction) to score assets. - Evaluates several signals (Signal 1 to Signal 5), each proposing allocations to assets like QQQ, XLK, FDN, IYT, BIL, VIXY, etc. - If a signal’s condition is true, it assigns a weight (often 0 or 100) to that asset; multiple signals can contribute to the final mix. - Includes hedges/cash: BIL (short-term Treasuries) to simulate cash and VIXY as a volatility hedge when risk appears high. - Rebalances daily, producing a concrete, rule-based portfolio composition focused on tech/internet exposure with optional hedges.
CheckmarkValue prop
Out-of-sample, this momentum strategy delivers ~41.8% annualized return vs SPY ~27%, with higher Sharpe (~3.57 vs ~2.23) and smaller drawdown (~3.1% vs ~5.1%), thanks to a disciplined tech tilt and hedges.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.210.640.460.68
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
590.61%13.59%-1.77%0.2%0.83
7,353.49%32.88%1.73%0.5%1.83
Initial Investment
$10,000.00
Final Value
$745,348.82
Regulatory Fees
$2,592.63
Total Slippage
$17,333.40
Invest in this strategy
OOS Start Date
May 19, 2025
Trading Setting
Daily
Type
Stocks
Category
Quantitative, equity, momentum, sector rotation, rule-based
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
FDN
First Trust Dow Jones Internet Index Fund ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IYT
iShares U.S. Transportation ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
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.

"Colab Experiment | Gobi" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Colab Experiment | Gobi" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Colab Experiment | Gobi" has returned 30.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Colab Experiment | Gobi" is 4.57%. 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 "Colab Experiment | Gobi", 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.