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Symphonies
Undervalued Strategy -Best Mean Reversion Strategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Buys the two most “oversold” names each day (by a 14‑day RSI score) out of Apple, Microsoft, Bitcoin, and Ethereum, splitting funds evenly; others are sold. Concentrated in big‑tech and crypto, so expect high volatility and frequent trading.
NutHow it works
Each day it looks at Apple (AAPL), Microsoft (MSFT), Bitcoin (BTC), and Ethereum (ETH). It computes a 14‑day RSI, a 0–100 score where low means the price has recently fallen (oversold). It buys the two lowest‑scoring names in equal amounts and sells the rest. Any leftover stays in cash.
CheckmarkValue prop
Adds diversification to core equity by RSI dip-buys on AAPL/MSFT and BTC/ETH. Out-of-sample Sharpe ~0.33, Calmar ~0.18; 5.3% annualized with ~30% max drawdown—a complementary sleeve to the S&P 500 in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.081.10.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
305.98%15.01%2.19%5.01%0.87
Undervalued Strategy -Best Mean Reversion Strategy
259.6%13.58%1.1%-15.68%0.5
Initial Investment
$10,000.00
Final Value
$35,960.09
Regulatory Fees
$136.89
Total Slippage
$1,551.87
Invest in this strategy
OOS Start Date
Jan 31, 2025
Trading Setting
Daily
Type
Hybrid
Category
Mean reversion, rsi, daily rebalance, long-only, rotational, equal-weight, crypto, us mega-cap tech
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
BTC
Bitcoin
Crypto
ETH
Ethereum
Crypto
MSFT
Microsoft Corp
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 toAAPLandMSFT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 5.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.34%. 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, crypto, and options.