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Symphonies
V 1.0 | šŸ“ˆ Actively Managed S&P 10 | Deez
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A symphony is an automated trading strategy ā€” Learn more about symphonies here

About

Equal-weight, rules-based mix of 10 mega-cap S&P names. Each sleeve holds the stock when oversold or trending up, otherwise parks in short-term Tā€‘bills (BIL). Heavy tech/comm exposure; Alphabet counted twice.
NutHow it works
Your money is split equally into 10 big S&P names. Each bucket flips between the stock and BIL (a Tā€‘bill ETF). Signals: buy the stock when it looks oversold (RSI = recent drop score) or in an uptrend (price above its recent average). If itā€™s hot but not trending up, sit in BIL. One bucket (AMZN) may also buy on very strong momentum. Alphabet shows up twice (GOOG & GOOGL), so it gets double weight.
CheckmarkValue prop
Out-of-sample, this strategy shows higher risk-adjusted returns with similar drawdown to the S&P 500: Sharpe ~1.74 vs 1.35, annualized return ~38.7% vs 22.6%, drawdown ~18.4% vs 18.8%, powered by 10 mega-caps and cash hedging.

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Invest in this strategy
OOS Start Date
Oct 27, 2022
Trading Setting
Threshold 3.14%
Type
Stocks
Category
Equities, mega-cap, s&p 500, tactical, trend-following, mean-reversion, risk-managed, cash hedge
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 doesnā€™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 toGOOGL, NVDA, GOOG, AAPL, AMZN, UNH, TSLA, MSFTandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 38.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.42%. 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.