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Symphonies
Example for Rokos
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, two‑slot strategy focused on Apple (AAPL), Nvidia (NVDA), and Google (GOOG). It buys a stock only if its last ~20 days are up by >~1%; otherwise it holds BIL (short‑term T‑bills). Among the three, it favors the two moving the most and splits them evenly.
NutHow it works
Each day: 1) For Apple (AAPL), Nvidia (NVDA), and Google/Alphabet (GOOG), if the last ~20 trading days show >~+1% gain, use the stock; otherwise use BIL (a cash‑like T‑bill ETF). 2) Rank the three by recent volatility (~20 days) and pick the top two. 3) Split money 50/50.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P 500: ~45.5% annualized vs ~17.2%, max drawdown ~14.4% vs ~18.8%, and Sharpe ~1.95 vs ~0.92, with downside protection and cash exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.640.220.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
356.38%13.63%9.27%4.88%0.82
Example for Rokos
1,979.14%29.1%6.14%4.3%1.21
Initial Investment
$10,000.00
Final Value
$207,913.87
Regulatory Fees
$749.22
Total Slippage
$4,379.00
Invest in this strategy
OOS Start Date
Jan 31, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, volatility tilt, mega-cap tech, tactical allocation, daily rebalance
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GOOG
Alphabet Inc. Class C Capital Stock
Stocks
NVDA
Nvidia 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.

"Example for Rokos" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Example for Rokos" is currently allocated toAAPLandGOOG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Example for Rokos" has returned 32.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Example for Rokos" is 16.99%. 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 "Example for Rokos", 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.