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Symphonies
NVDA and Consumer Cyclicals Strategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily momentum rule: go long Nvidia (NVDA) when its 10-day price average exceeds its 20-day average; otherwise switch to the XLY consumer discretionary ETF. Maintain a 50/50 cash allocation with the active exposure and rebalance daily.
NutHow it works
- Every trading day, the system checks Nvidia’s price data in USD. - It computes two simple averages: the 10-day price average and the 20-day price average. - If the 10-day average is higher than the 20-day average (a sign of recent upward momentum), the strategy allocates exposure to Nvidia (NVDA). - If the 10-day average is not higher than the 20-day average, the strategy switches exposure to the XLY ETF (Consumer Discretionary Select Sector SPDR Fund). - In all cases, about half of the portfolio is kept in cash (equal-weight cash), and the other half is allocated to the chosen asset (NVDA or XLY). - The holdings are rebalanced daily to maintain the 50/50 cash-or-exposure structure and the current chosen asset. - Tickers shown reflect USD prices: EQUITIES::NVDA//USD and EQUITIES::XLY//USD.
CheckmarkValue prop
Simple, rule-based momentum with a 50/50 cash hedge. If NVDA shows momentum, go long; otherwise switch to XLY, with daily rebalancing. Out-of-sample annualized return about 10.2%; offers transparent diversification alongside the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.221.250.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
784.84%8.41%-0.15%0.4%0.51
NVDA and Consumer Cyclicals Strategy
64,191.77%27.07%4.88%-9.13%0.75
Initial Investment
$10,000.00
Final Value
$6,429,176.84
Regulatory Fees
$10,316.18
Total Slippage
$61,435.22
Invest in this strategy
OOS Start Date
Feb 8, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, momentum, moving averages, sector rotation, binary allocation
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
NVDA
Nvidia Corp
Stocks
XLY
State Street Consumer Discretionary Select Sector SPDR ETF
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.

"NVDA and Consumer Cyclicals Strategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"NVDA and Consumer Cyclicals Strategy" is currently allocated toNVDA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "NVDA and Consumer Cyclicals Strategy" has returned 2.71%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "NVDA and Consumer Cyclicals Strategy" is 34.90%. 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 "NVDA and Consumer Cyclicals Strategy", 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.