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Symphonies
Low Beta v1.2 | 30 | 11 | 2021
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Defensive, rules‑based plan. If a trend gauge (KMLM vs its 200‑day average) is weak, hold 10 steady stocks showing the best recent strength. Otherwise, move into the single most beaten‑down defensive/bond fund. Equal‑weight, rebalance daily.
NutHow it works
1) Check a “macro barometer”: is KMLM’s price below its 200‑day average? • If yes: pick 10 steady stocks (staples/health care/utilities/telecom/REITs) with the strongest recent tone (RSI = short‑term strength meter) and split evenly. • If no: put everything in the single most “oversold” defensive/bond fund from a small list. Rebalance daily.
CheckmarkValue prop
Out-of-sample: ~53% annualized return vs ~15% S&P, Sharpe 2.61 vs 1.83, drawdown 2.46% vs 2.58%, beta ~0.48, Calmar ~21.6. Regime-switching, defensive tilt offers stronger, steadier upside than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.230.40.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
66.24%12.49%2.19%5.01%0.75
Low Beta v1.2 | 30 | 11 | 2021
216.64%30.6%6.39%10.85%1.71
Initial Investment
$10,000.00
Final Value
$31,663.68
Regulatory Fees
$197.38
Total Slippage
$1,101.94
Invest in this strategy
OOS Start Date
Dec 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Defensive stocks, low beta, regime filter, rsi ranking, daily rebalancing, bonds and staples funds
Tickers in this symphonyThis symphony trades 29 assets in total
Ticker
Type
ABEV
AMBEV S.A.
Stocks
AEP
American Electric Power Company, Inc.
Stocks
AMX
America Movil S.A.B de C.V American Depositary Shares (each representing the right to receive twenty (20) Series B Shares)
Stocks
AZN
AstraZeneca PLC
Stocks
BIIB
Biogen Inc. Common Stock
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTI
British American Tobacco p.l.c. American Depositary Shares, American Depositary Shares, each representing one Ordinary Share
Stocks
FE
FirstEnergy Corp.
Stocks
GILD
Gilead Sciences Inc
Stocks
GSK
GSK plc American Depositary Shares (Each representing two Ordinary Shares)
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.

"Low Beta v1.2 | 30 | 11 | 2021" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Low Beta v1.2 | 30 | 11 | 2021" is currently allocated toBSV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Low Beta v1.2 | 30 | 11 | 2021" has returned 53.01%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Low Beta v1.2 | 30 | 11 | 2021" is 2.46%. 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 "Low Beta v1.2 | 30 | 11 | 2021", 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.