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

About

Daily, pick the 5 most volatile among AAPL, MSFT, GOOGL, AMZN, TSLA, META, NVDA, BRK.B, JPM, V, split equally across them and a same-sized slice of cash, and rebalance to harvest swings (buy dips, trim rips).
NutHow it works
Each day it looks at 10 big U.S. stocks and checks which have swung the most over the last month (~20 trading days). It buys the 5 with the biggest recent swings, splits money equally across them and an equal slice of cash, then rebalances daily to buy dips and trim rips.
CheckmarkValue prop
Out-of-sample return ~65% vs ~28% for SPY; Sharpe ~1.69 vs ~1.37; Calmar ~3.22. Daily rebalancing on mega-cap swings with a cash sleeve aims to deliver stronger risk-adjusted upside, despite higher drawdowns.

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Invest in this strategy
OOS Start Date
Mar 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, mean reversion, volatility selection, daily rebalance, equal-weight, cash buffer, us large-cap, long-only
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 toNVDA, AAPL, AMZN, TSLAandMSFT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 50.34%. 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.