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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

A daily beta‑rotation stock strategy: use the S&P 500 trend to pick defense vs offense, then hold the strongest recent performers in that basket (by RSI). Equal‑weighted, long‑only, and rebalanced each day.
NutHow it works
Each day the strategy checks SPY (the main S&P 500 index fund). If SPY’s price is below its 200‑day average (market weak), it owns 7 steadier stocks (utilities/healthcare/REITs). If above (market strong), it owns 10 faster movers (tech/clean energy, etc.). In either case it picks the names with the highest 14‑day RSI (a 0–100 short‑term strength score), splits money evenly, and rebalances daily.
CheckmarkValue prop
Out-of-sample, this beta-rotation strategy outperforms the S&P 500 on risk-adjusted terms: Sharpe ~2.14 vs 1.06, Calmar ~10.3, and positive alpha, by switching between defensive and growth baskets and daily rebalancing on momentum.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.190.850.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
18.5%17.96%-1.77%0.2%0.97
Low/High Beta
268.34%255.58%10.19%56.87%3.56
Initial Investment
$10,000.00
Final Value
$36,833.85
Regulatory Fees
$25.77
Total Slippage
$136.77
Invest in this strategy
OOS Start Date
Nov 10, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, trend-following, momentum, beta rotation, regime switching, long-only, 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 toNVT, CIEN, DK, SNDK, LITE, NXT, BE, VIAV, VRTandDOCN. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Low/High Beta" has returned 201.30%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Low/High Beta" is 14.58%. 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.