Skip to Content
Symphonies
Monthly NVDA or LLY Surfing
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A monthly, rules-based toggle between Nvidia and Eli Lilly using SPY’s recent volatility: 50/50 in very calm or very rough markets; all Eli Lilly when it’s middling. Concentrated exposure to tech (AI chips) and healthcare (obesity/diabetes).
NutHow it works
It holds only two stocks: Nvidia (NVDA, semiconductors/AI chips) and Eli Lilly (LLY, pharmaceuticals/obesity & diabetes drugs). Each month it checks how “bumpy” the S&P 500 (SPY) was over ~1 month. - If bumps are tiny (<1%) or very big (>=2%): hold 50% NVDA / 50% LLY. - If bumps are in-between (1–2%): hold 100% LLY. Always fully invested; sectors: tech + healthcare.
CheckmarkValue prop
Out-of-sample return ~29.4% vs SPY ~18.9% with a volatility-driven NVDA/LLY rotation. Simple, fully invested rules capture AI/healthcare growth; Calmar ~1.00 indicates balanced risk. Expect higher drawdowns (~29%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.90.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
792%8.42%0.54%-0.34%0.52
Monthly NVDA or LLY Surfing
76,814.04%27.83%1.43%-1.03%0.94
Initial Investment
$10,000.00
Final Value
$7,691,403.83
Regulatory Fees
$1,114.18
Total Slippage
$5,897.53
Invest in this strategy
OOS Start Date
Mar 2, 2024
Trading Setting
Monthly
Type
Stocks
Category
Single-stock rotation, volatility-based, monthly rebalance, tech and healthcare, large-cap growth, spy-vol filter
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
LLY
Eli Lilly & Co.
Stocks
NVDA
Nvidia Corp
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"Monthly NVDA or LLY Surfing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Monthly NVDA or LLY Surfing" is currently allocated toLLYandNVDA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Monthly NVDA or LLY Surfing" has returned 25.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Monthly NVDA or LLY Surfing" is 29.31%. 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 "Monthly NVDA or LLY Surfing", 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.