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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

All‑in Apple or T‑bills. Buy Apple on deep market dips or when the tech sector trends up; move to T‑bills when markets are extremely hot or suddenly volatile.
NutHow it works
It switches 100% between Apple (AAPL) and cash‑like T‑bills (BIL). It watches SPY (broad market), QQQ (big tech), and XLK (tech sector). RSI = a 0–100 “heat” score; high=hot, low=cold. Volatility = recent jumpiness. - If SPY>91 or QQQ>90 (too hot) → BIL. - If SPY<27 or QQQ<27 (very cold) → AAPL. - If 5‑day volatility in SPY>2.5% or QQQ>3% → BIL. - Else, if XLK’s trend (RSI 63d or 21d) >50 → AAPL; otherwise → BIL.
CheckmarkValue prop
Dynamic AAPL/cash strategy offers diversification with a lower beta (~0.88) and tech exposure. Out-of-sample return (~17.5%) trails SPY (21.3%), and drawdowns are larger (~29% vs ~19%), but it provides a distinct risk profile for portfolio diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.250.660.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
532.45%10.35%-0.15%0.4%0.6
Good Apple l 5 November 2007
24,265.59%34.09%-7.38%-8.77%1.25
Initial Investment
$10,000.00
Final Value
$2,436,558.77
Regulatory Fees
$6,806.75
Total Slippage
$45,614.49
Invest in this strategy
OOS Start Date
Jul 9, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Apple timing, tech momentum, overbought/oversold, volatility filter, risk-on/risk-off, single-stock
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLK
State Street Technology Select Sector SPDR 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.

"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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Good Apple l 5 November 2007" has returned 16.38%. 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, and options.