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Symphonies
Monthly NVDA or LLY Surfing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Monthly rotation between NVIDIA (NVDA) and Eli Lilly (LLY) based on recent S&P 500 volatility: 50/50 in very calm or very volatile markets; 100% LLY in the middle. Concentrated exposure to tech and healthcare.
NutHow it works
Each month it checks how “bumpy” the S&P 500 has been over the last 21 trading days (via SPY, an ETF that tracks it). If it’s very calm (under ~1% daily swings) or very jumpy (over ~2%), it splits 50/50 between NVIDIA (NVDA, AI chips/tech) and Eli Lilly (LLY, pharma). If it’s in-between, it goes 100% into LLY. Always fully invested; sectors: tech + healthcare.
CheckmarkValue prop
Out-of-sample edge: ~30.1% annualized return vs SPY ~19.3%, Calmar ~1.03 over 643 days. A volatility-regime rotation between NVDA and LLY targets higher long-term upside across regimes, delivering stronger growth than the S&P 500.
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
793.46%8.51%1.36%5.73%0.52
Monthly NVDA or LLY Surfing
77,980.14%28.18%2.9%22.37%0.94
Initial Investment
$10,000.00
Final Value
$7,808,013.86
Regulatory Fees
$1,111.19
Total Slippage
$5,876.99
Invest in this strategy
OOS Start Date
Mar 2, 2024
Trading Setting
Monthly
Type
Stocks
Category
Volatility-regime rotation, single-stock, monthly rebalance, us equities, tech and healthcare
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.

"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 30.10%. 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, crypto, and options.