Skip to Content
Symphonies
[FTL] Huh, well that's strange... (public)
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based switch between five mega-cap tech stocks and a cash-like Treasury fund. Each stock’s slice owns the stock only when recent 5‑day bumpiness exceeds a 2‑day momentum reading; otherwise it parks that slice in SHV.
NutHow it works
Split the portfolio into five equal slices: NVDA, AMZN, MSFT, AAPL, and GOOGL (Google). Each day, for each stock: if its 5‑day price volatility (how bumpy it’s been) is greater than its 2‑day RSI (a very fast 0–100 momentum reading), hold that stock; otherwise hold SHV, a short‑term U.S. Treasury fund. Each slice decides independently.
CheckmarkValue prop
Out-of-sample, the strategy delivers superior risk-adjusted performance: Sharpe ~2.05 vs SPY ~0.96, Calmar ~7.12, max drawdown ~1% vs ~19%, and very low beta (~0.10), with daily, rules-based cash/Treasury hedging for diversification.

Loading backtest data...

Invest in this strategy
OOS Start Date
Feb 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical equity, mega-cap tech, volatility vs momentum filter, daily rebalance, cash/treasury overlay
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
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.

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

The symphony is currently allocated toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 5.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 1.05%. 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 the symphony, 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.