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

About

Daily momentum screen on five mega‑cap stocks: buy the two with the strongest recent gains (by 14‑day RSI), put 80% there, and hold 20% cash. Simple, tech‑heavy, very concentrated, and high turnover.
NutHow it works
Each day, it looks at Apple, Microsoft, Netflix, NVIDIA, and Exxon. It scores each by 14‑day RSI (a 0–100 gauge of how strongly price has been rising vs falling; higher = stronger). It buys the top 2, splitting 80% between them (40%/40%) and keeps 20% in cash. Rebalances daily.
CheckmarkValue prop
Out of sample annualized return ~37% vs ~23% for the S&P, with Calmar ~1.64 and beta ~1.12. A disciplined, cash-buffered mega-cap momentum strategy offers materially higher growth with similar risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.281.060.410.64
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
921.77%10.29%-1.77%0.2%0.61
Simple Sort
411,916.89%42.03%1.64%12.61%1.27
Initial Investment
$10,000.00
Final Value
$41,201,688.92
Regulatory Fees
$129,416.26
Total Slippage
$869,196.83
Invest in this strategy
OOS Start Date
Nov 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum, rsi, large-cap us stocks, daily rebalancing, concentrated, cash buffer
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
MSFT
Microsoft Corp
Stocks
NFLX
NetFlix Inc
Stocks
NVDA
Nvidia Corp
Stocks
XOM
Exxon Mobil Corporation
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.

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

"Simple Sort" is currently allocated toXOMandNFLX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple Sort" has returned 35.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple Sort" is 22.69%. 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 "Simple Sort", 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.