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Symphonies
Low/High Beta
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Shifts defensive when the market is weak and aggressive when it’s strong: uses SPY’s 200‑day trend to choose a low‑ or high‑volatility stock list, then buys the names with the strongest recent momentum (RSI). Equal‑weighted, rebalanced daily.
NutHow it works
Each day it checks if the S&P 500 (SPY) is above or below its 200‑day average (a long‑term trend line). If below, it owns 7 steadier stocks (utilities, healthcare, REITs) from a preset list. If above, it owns 10 faster, more volatile names (tech/solar/growth). Within the chosen list it picks the strongest recent movers using RSI (a 0–100 “heat” meter of recent up vs down days). It splits money equally and rebalances daily.
CheckmarkValue prop
Out-of-sample: Sharpe 2.14 vs 1.06, Calmar 10.26, annualized return ~117% vs ~12%. A regime-switching approach—defensive in weak markets, growth in uptrends—paired with RSI momentum and daily equal weighting delivers superior risk-adjusted upside vs SPY.

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Invest in this strategy
OOS Start Date
Nov 10, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities,long-only,regime-switching,trend-following,momentum,rsi,beta-timing,equal-weight,daily-rebalance
Tickers in this symphonyThis symphony trades 38 assets in total
Ticker
Type
AEP
American Electric Power Company, Inc.
Stocks
AU
AngloGold Ashanti plc
Stocks
BBD
Banco Bradesco S.A. American Depositary Shares (Each representing one Preferred Shares)
Stocks
BE
Bloom Energy Corporation
Stocks
BK
Bank of New York Mellon Corporation
Stocks
BTI
British American Tobacco p.l.c. American Depositary Shares, American Depositary Shares, each representing one Ordinary Share
Stocks
CAH
Cardinal Health, Inc.
Stocks
CIEN
Ciena Corporation
Stocks
CLS
Celestica, Inc.
Stocks
COR
Cencora, Inc.
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/High Beta" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Low/High Beta" is currently allocated toAU, CIEN, DK, SNDK, TTMI, LITE, BE, VIAV, SPHRandVRT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Low/High Beta" has returned 200.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Low/High Beta" is 11.38%. 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/High Beta", 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.