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Symphonies
TK 30d EMA Checks v4
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based stock picker across Tech, Infrastructure, Travel, and Retail. Buys the first stock per group in an uptrend; if none, buys two most beaten-down names. Equal-weight within sleeves, daily rebalance. Concentrated momentum-plus-mean-reversion mix.
NutHow it works
Split: Tech 50%, Infrastructure 15%, Travel 20%, Retail 15%. Rebalanced daily. In each sleeve, it checks a fixed stock list. If a stock’s 30‑day average price is above its 90‑day average (short‑term uptrend), it buys the first one that passes. If none pass, it buys the two that have fallen the most recently (lowest 60‑day RSI) as a bounce bet. Positions are equal‑weighted. Note: Retail fallback includes JPM (a bank).
CheckmarkValue prop
Out-of-sample edge: 20.75% annualized vs 18.35% for S&P, positive alpha (~0.04), Sharpe ~0.92, Calmar ~0.81, beta ~0.92. Higher upside with market-like risk, but larger drawdowns (~25.5% vs ~18.8%).

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Invest in this strategy
OOS Start Date
Feb 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum, mean-reversion, sector sleeves, single-stock picks, rules-based, 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.

"TK 30d EMA Checks v4" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TK 30d EMA Checks v4" is currently allocated toCMC, NVDA, ALGTandORLY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TK 30d EMA Checks v4" has returned 20.75%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TK 30d EMA Checks v4" is 25.48%. 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 "TK 30d EMA Checks v4", 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.