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Symphonies
N1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, pick the 2 strongest names (AAPL/MSFT/GOOGL/TSLA/META/NVDA/AMZN/PEP/COST/SPY) by 20‑day return. Hold each only if price trends up and momentum is moderate; otherwise hold SHV/IEI/BIL Treasuries. Equal-weight, rebalance daily.
NutHow it works
Each day it ranks a list of big, well-known U.S. stocks (plus SPY) by their last 20 days of performance and picks the top 2. It buys each only if the price is trending up and recent buying isn’t too hot or too weak. If not, it parks that slice in short-term U.S. Treasury ETFs (SHV, BIL) and IEI.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted return: Sharpe ~2.51 vs ~1.04; annualized return ~75% vs ~18%; max drawdown ~9.8% vs ~18.8%; plus Treasury hedges to dampen downside.

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Invest in this strategy
OOS Start Date
Sep 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum, trend-following, mega-cap tech focus, risk-on/risk-off, daily rebalance, rsi filters, moving averages, treasuries fallback
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
COST
Costco Wholesale Corp
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks
PEP
PepsiCo, 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.

"N1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"N1" is currently allocated toPEPandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "N1" has returned 67.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "N1" is 9.79%. 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 "N1", 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.