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Symphonies
Three-Level Absolute Momentum Trend Filter
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based trend checks. If leadership is strong, it owns Apple, Tesla, Amazon, NVIDIA, and Alphabet (or T‑bills if any are weak), favoring steadier ones. As conditions worsen it shifts to broader or low‑vol stock funds, then to T‑bills plus some gold.
NutHow it works
Each day it asks: Is a fund of the 50 biggest U.S. stocks rising (short‑term average price above a long‑term one)? • If yes: own Apple, Tesla, Amazon, NVIDIA, Alphabet—but only those rising; any weak slot goes to short‑term T‑bills. Steadier picks get more weight. • If not: step down—first to broad U.S./foreign stock funds, then low‑vol stock funds; if falling, 75% T‑bills/25% gold.
CheckmarkValue prop
Out-of-sample shows the strategy lags the S&P 500 (-19.4% vs +19.9% annualized) with larger drawdowns (10% vs 4.5%). Only for sophisticated investors seeking diversification or hedging; otherwise, stick with the S&P 500.

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Invest in this strategy
OOS Start Date
Nov 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following,momentum,regime filter,tactical asset allocation,equities,low-vol tilt,risk management,inverse-vol weighting,gold,treasury bills
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ACWV
iShares MSCI Global Min Vol Factor ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EFAV
iShares MSCI EAFE Min Vol Factor ETF
Stocks
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toAAPLandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned -22.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.45%. 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 the symphony, 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.