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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

Daily picks the two most volatile of Apple, Nvidia, and Google. Buys each only if its ~1‑month trend is up; otherwise holds BIL (short-term T‑bills). Even 50/50 split across the two sleeves.
NutHow it works
Each day it looks at Apple (AAPL), Nvidia (NVDA), and Google (GOOG). It picks the two with the biggest recent price swings (past ~20 trading days). For each pick, if the stock rose at least ~1% over that month, it buys it; if not, it parks that slice in BIL, a short-term U.S. Treasury bill fund. It splits money evenly and repeats daily.
CheckmarkValue prop
Out-of-sample edge: 47.7% annual return vs 17.6% S&P; lower drawdown (16.6% vs 18.8%); Calmar 2.87; Sharpe 1.94 vs 0.89. Two-mega-cap tech picks with a cash hedge boost risk-adjusted gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.650.230.48
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
338.21%13.69%1.36%5.73%0.82
Example for Rokos
1,903.62%29.73%2.27%16.44%1.22
Initial Investment
$10,000.00
Final Value
$200,362.26
Regulatory Fees
$668.07
Total Slippage
$3,827.15
Invest in this strategy
OOS Start Date
Jan 31, 2025
Trading Setting
Daily
Type
Stocks
Category
Us mega-cap tech, momentum filter, volatility selection, tactical rotation, t-bills hedge, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toBILandGOOG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Example for Rokos" has returned 47.67%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Example for Rokos" is 16.61%. 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, crypto, and options.