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Symphonies
Simplified Base 2 - MSFU
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Owns 1.5x Microsoft by default. If short‑term signals say the market is “too hot,” it switches to T‑Bills or an anti‑beta hedge. Special rule reacts to sharp NASDAQ slumps/bounces. Checked and rebalanced daily.
NutHow it works
Default: MSFU (1.5x Microsoft). Each day it runs RSI heat checks (a 0–100 speedometer for short‑term moves; >~80 = very hot) across many market/sector gauges (S&P 500, NASDAQ/tech, value, communications, staples, discretionary, financials; some leveraged). If any are very hot, it moves to safety: BIL (T‑Bills) or BTAL (anti‑beta, favors steadier stocks vs frothy ones). Extra rule: after a 6‑day NASDAQ drop <−12%, a >5.5% 1‑day bounce keeps it in BTAL; otherwise MSFU. Rebalances daily.
CheckmarkValue prop
Out-of-sample: 22.65% annualized return vs 22.02% S&P. Leverages MSFT 1.5x with a tactical risk overlay (BIL/BTAL) to navigate overheated markets—seeking higher upside with disciplined hedging.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.111.730.480.69
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
80.02%19.93%1.36%5.73%1.17
Simplified Base 2 - MSFU
220.49%43.35%-13.5%-15.49%1.08
Initial Investment
$10,000.00
Final Value
$32,049.22
Regulatory Fees
$70.45
Total Slippage
$410.29
Invest in this strategy
OOS Start Date
Dec 26, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical timing, momentum/rsi filter, leveraged single-stock (msft), defensive switch (t-bills, anti-beta), daily rebalance
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.

"Simplified Base 2 - MSFU" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simplified Base 2 - MSFU" is currently allocated toMSFU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simplified Base 2 - MSFU" has returned 22.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simplified Base 2 - MSFU" is 40.96%. 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 "Simplified Base 2 - MSFU", 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.