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Symphonies
V1a [𝐔𝐀𝐕] Basic Signal - NVDA & LLY Edition
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rotates daily among NVIDIA, Eli Lilly, or T‑bills. A leveraged Nasdaq ETF flags panic days; otherwise it follows NVDA’s trend, uses LLY when NVDA is weak, and moves to T‑bills when NVDA looks overheated.
NutHow it works
Daily, hold only one: NVDA (NVIDIA), LLY (Eli Lilly), or BIL (T‑bills). TQQQ (a 3× Nasdaq ETF) is used only as a fear/volatility gauge. • If TQQQ fell >13% in 6 days: after a >6% 1‑day rebound, hold BIL; otherwise buy NVDA. • Else: use NVDA’s 10‑day RSI (a “speed of gains” meter). If RSI <86.5: own NVDA when its 5‑day avg > 20‑day; otherwise own LLY. If RSI ≥86.5: hold BIL.
CheckmarkValue prop
Out-of-sample: ~22.8% annualized return vs SPY ~18.6%; Calmar ~0.57 signals favorable risk-adjusted gains. Daily NVDA/LLY rotation with cash hedges aims for stronger long-run growth and disciplined risk control versus the S&P 500.

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Invest in this strategy
OOS Start Date
Jun 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum, trend-following, single-stock rotation, volatility filter, risk-off to t-bills, daily rebalance, tech and healthcare
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 toLLY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 39.62%. 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.