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Symphonies
N2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily top‑3 momentum strategy. It buys the strongest names only when both short‑term momentum and long‑term trend are positive; otherwise it parks that slot in short‑term U.S. Treasuries. Equal‑weighted across the three picks.
NutHow it works
Each day it ranks a list of 22 stocks/ETFs by their last 1‑month return and picks the top 3, split equally. For each pick, it buys it only if near‑term momentum is strong (RSI—a 0–100 buying‑pressure gauge—is above 50) and its short‑term trend beats its long‑term trend (21‑day average price > 210‑day). If a pick fails, that slice goes to short‑term U.S. Treasuries (BIL/SHV/IEI).
CheckmarkValue prop
Out-of-sample annualized return ~39.8% vs SPY ~22.3%, with daily top-3 momentum and Treasury hedges plus Calmar ~4.67. Higher upside potential, but drawdowns can be larger (~8.5% vs ~5%).

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Invest in this strategy
OOS Start Date
Jul 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum, trend-following, tactical allocation, equities, risk-on/risk-off, daily rebalance
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.

"N2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"N2" is currently allocated toGOOGL, AAPLandTSLA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "N2" has returned 39.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "N2" is 8.51%. 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 "N2", 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.