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Symphonies
Good Apple l 5 November 2007
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based switch between Apple and cash-like T‑Bills: buy Apple after market pullbacks or when the tech sector trends up; sit in T‑Bills when markets look overheated or unusually jumpy.
NutHow it works
It switches between Apple (AAPL) and short-term T‑Bills (BIL). RSI = a hot/cold score of recent moves; volatility = how jumpy prices are. 1) If SPY or QQQ look very hot (5‑day RSI > ~90), go to BIL. If very cold (RSI < ~27), buy AAPL. 2) If 5‑day volatility in SPY/QQQ is high, go to BIL. 3) Else, if tech (XLK) trend is up (RSI>50 on ~3 or ~1 months), buy AAPL; otherwise BIL. SPY=S&P 500; QQQ=Nasdaq 100; XLK=Tech sector.
CheckmarkValue prop
Out-of-sample annualized return: 22.74% vs SPY 21.67% with positive alpha. All-or-nothing AAPL/BIL switching uses heat/oversold/volatility filters to ride tech rallies and dodge turbulence—targeting higher long-run upside, with larger drawdowns in extremes.
1M
3M
6M
YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.260.660.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
529.9%10.46%1.36%5.73%0.6
Good Apple l 5 November 2007
26,606.58%35.27%4.05%17.89%1.29
Initial Investment
$10,000.00
Final Value
$2,670,658.27
Regulatory Fees
$6,444.81
Total Slippage
$43,126.37
Invest in this strategy
OOS Start Date
Jul 9, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical apple vs cash, momentum/mean-reversion, volatility filter, tech trend following
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.

"Good Apple l 5 November 2007" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Good Apple l 5 November 2007" is currently allocated toAAPL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Good Apple l 5 November 2007" has returned 22.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Good Apple l 5 November 2007" is 29.25%. 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 "Good Apple l 5 November 2007", 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.