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Symphonies
Equities Mean Reversion Strategy - Dumpster Fire đź—‘
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Picks the 5 most volatile stocks from 10 mega-cap US names, holds them equally, and rebalances daily. Targets short-term “buy the dip, trim the rip” mean reversion; concentrated, tech/finance-heavy, and high turnover.
NutHow it works
Universe: Apple, Microsoft, Google (Alphabet), Amazon, Tesla, Meta (Facebook), NVIDIA, Berkshire Hathaway, JPMorgan, Visa. Each day we check which of these has been the most “bouncy” over the past ~20 trading days. We buy the 5 bounciest and split the money evenly. We rebalance daily—sell a bit of what popped and buy what dipped—aiming to profit if prices snap back. Tech/finance heavy; lots of trading.
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P on risk-adjusted return and upside: Sharpe ~1.69 vs 1.37, annualized ~65% vs 28%, Calmar ~3.22. Alpha ~0.14%. Drawdowns higher (~20% vs ~13.7%), but the upside premium justifies the risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.131.430.660.81
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
570.63%14.78%9.27%4.88%0.91
Equities Mean Reversion Strategy - Dumpster Fire đź—‘
6,492.81%35.45%14.9%6.51%1.18
Initial Investment
$10,000.00
Final Value
$659,281.09
Regulatory Fees
$886.49
Total Slippage
$5,422.91
Invest in this strategy
OOS Start Date
Mar 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, mean reversion, volatility ranking, large-cap us, daily rebalancing, equal weight
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
JPM
JPMorgan Chase & Co.
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks
TSLA
Tesla, Inc. Common Stock
Stocks
V
VISA Inc.
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 toMETA, GOOGL, NVDA, AMZNandTSLA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 54.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 20.16%. 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.