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Symphonies
SS | Monthly
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Monthly: 30% Apple, 30% Microsoft, 20% to whichever is stronger lately between Tesla or Nvidia (10‑day momentum), and 20% in USDU (long U.S. dollar) as ballast.
NutHow it works
Each month it puts 60% split equally into Apple and Microsoft. Another 20% goes to just one stock—whichever of Tesla or Nvidia had the stronger price trend over the last ~10 trading days. The final 20% sits in USDU, a fund that rises when the U.S. dollar strengthens. Then it rebalances.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted returns: ~30% annualized vs ~22%, Sharpe ~1.34 vs ~1.30, plus a USD ballast for downside hedging. Calmar ~0.98. Drawdowns larger (~30% vs ~19%), but monthly rebalancing targets upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.181.050.650.81
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
356.81%13.28%-2.64%-1.35%0.81
SS | Monthly
3,603.08%34.5%-2.17%-8.35%1.44
Initial Investment
$10,000.00
Final Value
$370,308.23
Regulatory Fees
$76.34
Total Slippage
$435.42
Invest in this strategy
OOS Start Date
Dec 18, 2023
Trading Setting
Monthly
Type
Stocks
Category
Tech-heavy, momentum, tactical allocation, usd hedge, monthly rebalance, concentrated equities
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks
TSLA
Tesla, Inc. Common Stock
Stocks
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
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.

"SS | Monthly" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SS | Monthly" is currently allocated toAAPL, MSFT, NVDAandUSDU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SS | Monthly" has returned 25.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SS | Monthly" is 30.65%. 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 "SS | Monthly", 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.