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Symphonies
r/Top Pos CH>50 Inv Vol
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Holds 19 stocks and rebalances daily. Uses the past 30 days of moves to give more weight to steadier names and less to jumpier ones. Heavy tilt to tech/internet and consumer (Meta, Visa, Walmart, Palantir, Reddit).
NutHow it works
It owns a fixed list of 19 companies (Meta, Visa, Walmart, Cisco, Palantir, Carvana, Reddit, etc.). Each day it checks how bumpy each stock was over the last 30 days. Calmer stocks get bigger slices; jumpier stocks get smaller ones. Weights reset daily to keep risk spread out.
CheckmarkValue prop
Out-of-sample, this 19-stock inverse-vol strategy aims for higher risk-adjusted returns than the S&P 500: ~31% annualized vs ~17%, Sharpe ~1.08 vs ~0.91, Calmar ~1.09. Daily rebalancing with a disciplined risk tilt.

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Invest in this strategy
OOS Start Date
Feb 12, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, inverse volatility, risk management, daily rebalance, long-only, tech/consumer tilt
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
APP
Applovin Corporation Class A Common Stock
Stocks
ASTS
AST SpaceMobile, Inc. Class A Common Stock
Stocks
BABA
Alibaba Group Holding Limited American Depositary Shares, each represents eight Ordinary Shares
Stocks
BB
BlackBerry Limited
Stocks
BBAI
BigBear.ai Holdings, Inc.
Stocks
BROS
Dutch Bros Inc.
Stocks
CSCO
Cisco Systems, Inc. Common Stock (DE)
Stocks
CVNA
Carvana Co.
Stocks
CVS
CVS HEALTH CORPORATION
Stocks
HIMS
Hims & Hers Health, Inc.
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.

"r/Top Pos CH>50 Inv Vol" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"r/Top Pos CH>50 Inv Vol" is currently allocated toMETA, BABA, BROS, CVS, UPST, BBAI, OKLO, UBER, ASTS, HIMS, APP, BB, V, RDDT, CSCO, WMT, PLTR, HOODandCVNA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "r/Top Pos CH>50 Inv Vol" has returned 31.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "r/Top Pos CH>50 Inv Vol" is 28.64%. 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 "r/Top Pos CH>50 Inv Vol", 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.