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

About

Two-path momentum: either diversify across stocks, bonds, and gold, or pick the top 2 mega-cap tech stocks by 60-day momentum, with equal cash weights.
NutHow it works
A two-path momentum decision. First, it compares SPY (S&P 500) and VTI (total US stock) using their 60-day momentum. If SPY leads, it chooses a Diversify basket; if SPY does not lead, it then compares QQQ (Nasdaq-100) to VTI on the same 60-day basis. If QQQ lags or equals VTI, it still diversifies; if QQQ leads, it selects the top 2 stocks from eight mega-cap tech names by their 60-day momentum. Each chosen asset gets an equal cash allocation. There’s no automatic rebalancing specified, but a small corridor width suggests a tolerance around weights if rebalancing were triggered in a manual process.
CheckmarkValue prop
Out-of-sample edge: 26.9% annualized vs 22.8% for the S&P, using adaptive momentum between a diversified sleeve and a top-2 mega-cap tech sleeve. Higher growth potential with risk discipline; but drawdowns can be larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.171.180.440.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
316.61%12.96%-1.77%0.2%0.79
experiment
2,734.61%33.06%-1%7.78%1.08
Initial Investment
$10,000.00
Final Value
$283,461.27
Regulatory Fees
$1,183.66
Total Slippage
$7,821.38
Invest in this strategy
OOS Start Date
May 7, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Momentum, multi-asset, diversified allocation, mega-cap tech momentum
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GOOG
Alphabet Inc. Class C Capital Stock
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond 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.

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

"experiment" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "experiment" has returned 24.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "experiment" is 33.60%. 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 "experiment", 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.