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Symphonies
CS R2000 CH0 NoHi 2-10-25
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own equal weights of CAN SLIM–screened small/mid-cap stocks when the S&P 500 is in an uptrend; otherwise sit in short‑term Treasuries (BIL). Trend-following, concentrated, and rebalanced daily; sector mix spans tech, financials, industrials, health care.
NutHow it works
Each day, it checks market tone using the S&P 500 fund (SPY): if today’s price is above its average over ~200 trading days (an uptrend), buy equal slices of a pre‑screened list of CAN SLIM growth stocks (strong earnings, leadership, new highs). If not, move to BIL, a short‑term Treasury ETF. Names skew smaller companies across tech, financials, industrials, health care. Rebalances daily.
CheckmarkValue prop
Dynamic CAN SLIM small/mid-cap basket with a trend overlay. In uptrends, gain growth exposure; in downtrends, park in Treasuries. Out-of-sample: Sharpe ~0.31, max drawdown ~21%. A diversification tool to complement SPY, not a replacement.
1M
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YTD
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.010.550.190.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
55.19%11.43%1.2%6.23%0.69
CS R2000 CH0 NoHi 2-10-25
15.57%3.63%-3.65%-11.87%0.27
Initial Investment
$10,000.00
Final Value
$11,556.98
Regulatory Fees
$23.18
Total Slippage
$58.99
Invest in this strategy
OOS Start Date
Jun 12, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following,growth,small-cap,canslim,risk-on/risk-off,market-timing,equal-weight
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.

"CS R2000 CH0 NoHi 2-10-25" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"CS R2000 CH0 NoHi 2-10-25" is currently allocated toCAKE, MIRM, TEAD, AXGN, ULCC, RELY, MAPS, TCBX, PLMR, OSPN, INTA, ROAD, CCB, DXPE, MGNIandADTN. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CS R2000 CH0 NoHi 2-10-25" has returned 8.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CS R2000 CH0 NoHi 2-10-25" is 21.18%. 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 "CS R2000 CH0 NoHi 2-10-25", 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.