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

About

A simple “buy the dip” system on Apple, Microsoft, and Amazon: if a stock is below its 50‑day average, own it; otherwise hold BIL (a cash‑like T‑bill ETF). Equal-weight across the three slots, rebalanced daily.
NutHow it works
Each day, the portfolio looks at Apple, Microsoft, and Amazon. For each one, it compares today’s price to its average over the last 50 trading days (a simple “typical recent price”). If today’s price is lower, it buys that stock; if not, it parks that slice in BIL, a short‑term U.S. Treasury bill ETF. The three slices are equal-sized and the check happens daily.
CheckmarkValue prop
Rule-based, daily-tilt strategy on AAPL/MSFT/AMZN with a BIL cash tilt when not below the 50-day MA. Out-of-sample Sharpe ~0.55 and Calmar ~0.56 indicate positive risk-adjusted results, offering disciplined diversification that complements the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.690.520.72
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
540.59%10.46%-0.02%2.14%0.6
Equities Mean Reversion Strategy
556.81%10.61%-3.04%-3.05%0.62
Initial Investment
$10,000.00
Final Value
$65,680.96
Regulatory Fees
$354.21
Total Slippage
$2,009.70
Invest in this strategy
OOS Start Date
Mar 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Us equities, mean reversion, mega-cap tech, tactical, daily rebalance, t-bills etf
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
MSFT
Microsoft Corp
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.

"Equities Mean Reversion Strategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Equities Mean Reversion Strategy" is currently allocated toBIL, AMZNandMSFT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Equities Mean Reversion Strategy" has returned 5.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Equities Mean Reversion Strategy" is 17.58%. 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 "Equities Mean Reversion Strategy", 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.