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Symphonies
Euclidean Capital Inspired Portfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Default: 60% AI-driven momentum stocks (AMOM) + 40% quant value (ECML). If the S&P 500 or Tech get very “hot” short-term (RSI>80), the matching sleeve flips into VXX, a volatility note that can spike when markets fall—up to 100% VXX if both are hot.
NutHow it works
The portfolio has two sleeves: 60% and 40%. Each uses a short-term “heat” gauge (RSI, 0–100) on key indexes. If it reads very hot (>80), that sleeve moves into VXX (a note that jumps when markets drop fast). Otherwise, it holds stocks: 60% in AMOM (AI-picked momentum names) and 40% in ECML (quant value). SPY = S&P 500; XLK = big U.S. tech.
CheckmarkValue prop
Two-sleeve 60/40 AI momentum + quant value, with a conditional VXX hedge when markets overheat. In normal times it targets steady upside; during spikes it aims to limit losses. Positive out-of-sample Sharpe (~0.69) vs. the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.011.120.760.87
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
68.42%20.61%0.54%-0.34%1.31
Euclidean Capital Inspired Portfolio
71.62%21.43%1.34%4.3%1.1
Initial Investment
$10,000.00
Final Value
$17,162.27
Regulatory Fees
$5.86
Total Slippage
$36.20
Invest in this strategy
OOS Start Date
Aug 17, 2024
Trading Setting
Threshold 4%
Type
Stocks
Category
Equities,momentum,value,volatility hedge,tactical,rsi-based,us large-cap,sector signal
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
AMOM
Qraft AI-Enhanced US Large Cap Momentum ETF
Stocks
ECML
Euclidean Fundamental Value ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
Stocks
XLK
State Street Technology Select Sector SPDR 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.

"Euclidean Capital Inspired Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Euclidean Capital Inspired Portfolio" is currently allocated toAMOMandECML. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Euclidean Capital Inspired Portfolio" has returned 11.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Euclidean Capital Inspired Portfolio" is 25.38%. 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 "Euclidean Capital Inspired Portfolio", 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.