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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 volatility-based rotation between NVDA and LLY using SPY’s 21-day volatility; very low or very high volatility → NVDA, moderate volatility → LLY; single-asset focus with monthly rebalance.
NutHow it works
Each month, the strategy measures SPY’s 21-day standard deviation of returns to gauge recent market volatility. If volatility is very low, it buys NVDA. If volatility is in a mid-range, it buys LLY. If volatility is high, it buys NVDA again. Only one stock is selected each month, so the entire allocation goes to the chosen stock. Rebalance happens monthly.
CheckmarkValue prop
Volatility-driven monthly rotation between NVDA and LLY; targets ~29% out-of-sample annualized return with Calmar ~1, offering higher return and solid risk-adjusted performance vs. the S&P 500.

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Invest in this strategy
OOS Start Date
Mar 2, 2024
Trading Setting
Monthly
Type
Stocks
Category
Volatility-based single-asset rotation, monthly rebalance, nvda/lly
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 24.85%. 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.