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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, rules-based tech strategy. It holds the two names among AAPL, NVDA, and GOOG that are both trending up and showing the bumpiest recent gains; if a name isn’t trending, that slice sits in BIL (a short-term T‑bill ETF). Equal-weighted 50/50.
NutHow it works
It watches Apple (AAPL), NVIDIA (NVDA), and Google (GOOG) daily. For each: if its last ~20 trading days show a solid uptrend (stronger than about +1%), hold the stock; otherwise park that slot in BIL (a short‑term U.S. T‑bill ETF, i.e., cash‑like). Then pick the two with the “bumpiest” recent moves (highest 20‑day volatility) and split the money 50/50. Rebalance daily.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.95 vs SPY ~0.92; annualized return ~45.49% vs ~17.22%; max drawdown ~14.43% vs 18.76%; Calmar ~3.15. Daily momentum-driven picks among AAPL/NVDA/GOOG with cash when weak, 2-name equal risk.

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Invest in this strategy
OOS Start Date
Jan 31, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum,volatility ranking,mega-cap tech,trend-following,risk-on/risk-off,t-bills,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 toBILandNVDA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Example for Rokos" has returned 33.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Example for Rokos" is 14.05%. 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.