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

Daily, rules-based “tech-on or T‑bills” filter. For NVDA/AMZN/MSFT/AAPL/GOOGL, it only buys after sharp, choppy pullbacks; otherwise it parks that slice in SHV (cash-like Treasuries). Often mostly SHV; turns on during dips.
NutHow it works
The portfolio has 5 equal slices, one for each of NVDA, AMZN, MSFT, AAPL, and GOOGL. Each day, for each stock: if the last 5 days were very bumpy (high volatility) and its 2‑day “heat score” (RSI, a 0–100 quick momentum gauge) is low, it buys that stock. Otherwise that slice sits in SHV (very short‑term T‑bills).
CheckmarkValue prop
Out-of-sample edge: Sharpe ~2.11 vs SPY ~0.94; max drawdown ~1% vs ~19%; Calmar ~7.9; beta ~0.11. Superior risk-adjusted return with dramatic downside protection and cash hedges, plus tech exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.050.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
582.75%10.71%1.36%5.73%0.61
[FTL] Huh, well that's strange... (public)
143.7%4.83%0.99%1.8%1.18
Initial Investment
$10,000.00
Final Value
$24,369.77
Regulatory Fees
$99.45
Total Slippage
$260.46
Invest in this strategy
OOS Start Date
Feb 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical, rules-based, big tech, volatility vs rsi filter, cash-like fallback (shv), 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.

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 7.96%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 1.01%. 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, crypto, and options.