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

About

Daily switch between a 2x NVIDIA fund (NVDL) and a T‑bill fund (BIL) based on a quirky test: last‑week volatility must exceed a 2‑day momentum score. Because of scale differences, it will likely sit in T‑bills nearly all the time.
NutHow it works
Every day it looks at NVIDIA’s stock. It compares: (1) how wild the last week’s moves were (recent volatility) vs (2) a 2‑day “heat” score that runs 0–100 (RSI). If the week’s swings are bigger than that 2‑day heat score, it buys NVDL, a fund that aims to move about 2x NVIDIA each day. Otherwise it parks in BIL, a T‑bill fund. Note: these two numbers live on very different scales, so this test will almost always fail—meaning it likely stays in T‑bills most of the time.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.62 vs SPY 0.94, Calmar ~1171, and far lower drawdowns. With ~12.8% annualized return, it offers steadier upside and dramatically better risk-adjusted performance than the S&P 500.

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Invest in this strategy
OOS Start Date
Feb 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Nvidia-focused, leveraged etf timing, volatility vs momentum, cash/t-bills fallback
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.

"Huh, well that's strange..." is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Huh, well that's strange..." is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Huh, well that's strange..." has returned 12.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Huh, well that's strange..." is 0.01%. 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 "Huh, well that's strange...", 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.