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Symphonies
[FTL] Huh, well that's strange... (public)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily rule-based selector among NVDA, AMZN, MSFT, AAPL, and GOOGL using a volatility-vs-momentum test; if none pass, move to SHV. Rebalances daily with a single-asset focus and a safety fallback.
NutHow it works
- Start with cash available for the day. - Check NVDA: calculate 5-day volatility (how wildly it moved) and 2-day RSI (momentum). - If volatility is greater than RSI, invest in NVDA for the day; otherwise move to the next stock. - If NVDA didn’t pass, repeat the same test for AMZN, then MSFT, then AAPL, then GOOGL, in that order. - If any one stock passes, allocate to that stock for the day (one-asset-at-a-time rule). - If none pass, invest in SHV (short-term U.S. Treasuries) as a safe fallback. - Rebalance daily, repeating the entire process the next trading day. - The intended outcome is to tilt toward a single, potentially stronger stock on days when its volatility exceeds its short-term momentum, but to default to safety if no stock meets the rule.
CheckmarkValue prop
Out-of-sample edge: Sharpe 2.05 vs S&P 0.96; max drawdown 1.0% vs 18.8%; Calmar 7.12; ~7.2% annualized return with strong downside protection — steadier, risk-managed growth versus the S&P.
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
569.43%10.44%-2.02%-1.16%0.6
[FTL] Huh, well that's strange... (public)
143.75%4.76%0.24%-0.13%1.17
Initial Investment
$10,000.00
Final Value
$24,375.04
Regulatory Fees
$100.79
Total Slippage
$268.43
Invest in this strategy
OOS Start Date
Feb 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Quantitative, single-asset rotation, volatility-momentum, daily rebalance, megacap focus, bond-fallback
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.