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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
Today’s Change
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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
Out-of-sample: 22.5% annualized return vs SPY’s 19.1%, aided by hedges (VIXM, SH/SHY) and weekly rebalancing to capture upside while limiting drawdowns. Growth-focused strategy with disciplined risk management for tolerant investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.920.760.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
164.02%15.51%2.19%5.01%0.82
V1.0.2 | Moat Surfer + Melt Up | Trades Weekly | 3YR BT:436.6%AR, 25.8% MD, 2.76 Sharpe, 16.93 Calmar
40,838.46%144.28%14.67%22.44%1.84
Initial Investment
$10,000.00
Final Value
$4,093,845.50
Regulatory Fees
$5,351.99
Total Slippage
$35,200.11
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 20 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
APD
Air Products & Chemicals, Inc.
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
COST
Costco Wholesale Corp
Stocks
ENPH
Enphase Energy, Inc.
Stocks
FLNG
FLEX LNG Ltd. Ordinary Shares
Stocks
KLAC
KLA Corporation Common Stock
Stocks
LLY
Eli Lilly & Co.
Stocks
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 toLLYandSGML. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.51%. 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.