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Symphonies
Equal Weight NVDA & LLY - No SPXU & SQQQ
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Default 50/50 NVIDIA and Eli Lilly. If market “fear” spikes, flip to SH (short S&P 500). If tech froth is extreme, shift to BTAL (market‑neutral). Daily check aims to reduce risk during stress or overheating.
NutHow it works
Each day: 1) If VIXM’s 40‑day RSI > 69, hold SH (an inverse 1x S&P 500 ETF). VIXM tracks expected market volatility (“fear”); a high RSI means volatility is surging. 2) Else if TQQQ’s 10‑day RSI > 79, hold BTAL (market‑neutral: owns steadier stocks and shorts riskier ones). TQQQ is a 3x Nasdaq‑100 fund, used as a “heat” gauge for tech. 3) Otherwise hold 50% NVDA (NVIDIA) and 50% LLY (Eli Lilly). Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: 54.7% annualized return vs 21.8% S&P; Sharpe 1.51 vs 1.32; Calmar 2.16; alpha 0.21. Rule-based regime strategy using SH and BTAL hedges to protect upside and dampen drawdowns, outperforming the S&P on risk-adjusted basis.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.320.90.290.54
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
710.93%15.25%-2.06%12.55%0.93
Equal Weight NVDA & LLY - No SPXU & SQQQ
50,906.61%52.62%0.43%15.64%1.64
Initial Investment
$10,000.00
Final Value
$5,100,660.72
Regulatory Fees
$3,245.90
Total Slippage
$26,958.38
Invest in this strategy
OOS Start Date
Dec 9, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, rsi filters, volatility-regime, defensive overlay, daily rebalance, concentrated, market-neutral, semiconductors, healthcare
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
LLY
Eli Lilly & Co.
Stocks
NVDA
Nvidia Corp
Stocks
SH
ProShares Short S&P500
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXM
ProShares VIX Mid-Term Futures 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toLLYandNVDA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 54.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.28%. 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 the symphony, 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.