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Symphonies
NOVA | R2K | Pareto's Portfolio (2024 Publication Edition)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based momentum. A vol spike sends everything to T‑bill cash. Otherwise it either rotates into leaders among big‑cap and small‑cap US stocks or, when stocks aren’t favored, into the strongest bond and commodity funds.
NutHow it works
It checks markets daily and follows trends. 1) If the fear gauge (VIXY) is surging fast (RSI>75 = very sharp recent rise), it parks 100% in T‑bill cash (BIL). 2) Else, if a broad bond fund (BND) beat cash over ~60 days, it goes risk‑on: equal‑weight the 3 strongest names (by ~1‑month trend) from big US stocks (AAPL, MSFT, NVDA, etc.) and recent Russell‑2000 winners. 3) Otherwise it goes defensive: equal‑weight the current leaders among commodity funds (e.g., DBC, FAAR) and bond ETFs. Rebalanced daily.
CheckmarkValue prop
An auto, rules‑based momentum strategy that shifts to cash, bonds, or leaders. Out‑of‑sample Sharpe ~5.9 vs SPY ~1.1, and smaller drawdowns (~1.28% vs ~2.12%), delivering higher risk‑adjusted growth vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.180.490.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
60.51%12.94%1.75%5.97%0.78
NOVA | R2K | Pareto's Portfolio (2024 Publication Edition)
135.22%24.6%-3.61%5.93%1.04
Initial Investment
$10,000.00
Final Value
$23,521.61
Regulatory Fees
$160.63
Total Slippage
$910.96
Invest in this strategy
OOS Start Date
Jan 15, 2026
Trading Setting
Daily
Type
Stocks
Category
Momentum, regime switching, risk-on/risk-off, volatility filter, us equities, small caps, bonds, commodities, daily rebalance
Tickers in this symphonyThis symphony trades 91 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ACMR
ACM Research, Inc. Class A Common Stock
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGYS
Agilysys, Inc. Common Stock (DE)
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
ANF
Abercrombie & Fitch Co.
Stocks
APPF
AppFolio, Inc. Class A
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.

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

The symphony is currently allocated toBLD, ACMR, XOM, PEP, NVDA, CROX, HON, ARRY, AAPL, ELF, DSGR, CSCO, TRV, OVV, CATandENSG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned -33.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.12%. 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 the symphony, 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.