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Symphonies
V1.0.2 | Moat Surfer + Melt Up | Trades Weekly | 3YR BT:436.6%AR, 25.8% MD, 2.76 Sharpe, 16.93 Calmar
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A weekly 70/30 mix: surf one strong “moat” stock and ride Eli Lilly’s uptrend, but shift to volatility (VIXM), short S&P (SH), or T‑bills (SHY) when the market or LLY look overheated or there’s a sudden plunge.
NutHow it works
Weekly: 70% Moat Surfer, 30% Melt Up. Moat Surfer: If the S&P’s heat meter (RSI) is <77, own the single top stock by 25‑day gain from a curated list. If a 5‑day drop >12% hits, use VIXM (volatility). If RSI ≥77, use SH (inverse S&P). Melt Up: Hold Eli Lilly (LLY) unless it’s extremely hot (RSI ≥79) or there’s a crash. On crash: SHY (T‑bills). If LLY and the S&P are both too hot: SH; else SHY. RSI = short‑term hot/cold score; max drawdown = biggest 5‑day drop.
CheckmarkValue prop
An adaptive weekly 70/30 strategy blending moat-stock momentum with regime hedges (VIXM, SH, SHY) to diversify and manage risk. Out-of-sample: ~11.65%/yr, Calmar 0.33, Sharpe 0.471, max drawdown 35.26%. Diversifies vs the S&P 500.

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Invest in this strategy
OOS Start Date
May 22, 2024
Trading Setting
Weekly
Type
Stocks
Category
Momentum, tactical allocation, weekly rebalancing, concentrated, equity long/short, crash hedge, inverse etfs, risk management
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.

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

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

Year-to-date, the symphony has returned 11.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.26%. 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.