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Symphonies
N5
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, risk-on/risk-off system. Uses the S&P 500 trend to choose stocks vs cash. In risk-on, it shorts overheated tech or fear spikes; otherwise holds the 2 strongest large names with healthy momentum. Weak picks default to SCHD/JPST/BIL.
NutHow it works
• Trend filter: If the S&P 500 is rising (50‑day EMA > 200‑day), we’re risk‑on; else we hold SHY/JPST/BIL (cash‑like). • Risk‑on: If tech is overheated (TQQQ RSI—a 0–100 speed gauge—very high), use SOXS (inverse semis). If fear jumps (VIXM RSI high), use SPXU (inverse S&P). Otherwise, own the 2 strongest big names (AAPL, MSFT, NVDA, etc.) only when price > 50‑day EMA and RSI isn’t hot; any failures park in SCHD/JPST/BIL. After sharp tech drops, it may fade a big bounce (SOXS) or buy NVDA.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~3.56 vs 2.28, Alpha ~0.83, Calmar ~33, and annualized return ~228% vs 30%. Trend-based with hedges targets big winners and controls risk; stronger risk-adjusted upside than the S&P 500.

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Invest in this strategy
OOS Start Date
Aug 21, 2025
Trading Setting
Threshold 3%
Type
Stocks
Category
Trend-following, momentum, tactical allocation, equities, risk management, inverse etfs, large-cap growth
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.

"N5" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"N5" is currently allocated toJPST, GOOGL, SCHDandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "N5" has returned 228.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "N5" is 6.85%. 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 "N5", 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.