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Symphonies
NOVA | Simons OOS highly diversified portfolio V5b (OOS > 3 months, size < 20 kB)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast‑moving, rules‑based portfolio: ride strong tech trends (TQQQ, SOXL, NVDA 2x), but when fear or overheating shows up, rotate to cash/T‑bills, Treasuries, market‑neutral, managed futures (KMLM), or even short/volatility funds to defend or profit on pullbacks.
NutHow it works
It watches three gauges: trend (price vs 20–200 day averages), heat (RSI: 0–100; under ~30 is a “dip,” over ~80 is “too hot”), and fear (VIX). In uptrends it owns the strongest tech/semis (often via leveraged funds). If heat or fear spike, it moves to T‑bills/Treasuries, BTAL, or even bear/volatility funds. KMLM adds a zig‑when‑stocks‑zag diversifier.
CheckmarkValue prop
Out-of-sample return ~30% vs S&P ~17.5%; a rules-based, tech‑driven strategy that leverages upside in trends while using rapid hedges (cash, Treasuries, KMLM/BTAL, volatility) to manage risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.792.370.430.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
65.39%26.25%1.36%5.73%1.53
NOVA | Simons OOS highly diversified portfolio V5b (OOS > 3 months, size < 20 kB)
1,292.65%238.74%-4.17%3.72%2.37
Initial Investment
$10,000.00
Final Value
$139,264.81
Regulatory Fees
$437.19
Total Slippage
$2,736.67
Invest in this strategy
OOS Start Date
Oct 24, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, momentum, risk-on/off, volatility hedging, leveraged etfs, tech & semis, managed futures (kmlm), market-neutral (btal)
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.

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

The symphony is currently allocated toGOOGL, TECS, SOXL, XOM, MRK, NVDA, TQQQ, LLY, AAPL, SRTY, AAPBandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.30%. 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, crypto, and options.