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Symphonies
V1a Simple Sort
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

When volatility overheats, go fully into SPXU (a 3x inverse S&P 500 fund). Otherwise, hold the two strongest names among AAPL, MSFT, NFLX, NVDA, XOM using a short-term strength score, totaling 80% (split evenly), with 20% left in cash.
NutHow it works
Daily check. If VIXM (an ETF tied to market volatility) shows a very hot 40-day “speed score” called RSI (>69), switch fully into SPXU, a fund that moves opposite the S&P 500 at 3x strength. Otherwise, put 80% into the two stocks with the highest 14-day RSI among AAPL, MSFT, NFLX, NVDA, XOM (40% each) and keep 20% in cash. RSI is a 0–100 gauge of how fast price has been rising.
CheckmarkValue prop
Out-of-sample edge: ~33.8% annualized vs ~24.1% for the S&P, with Calmar ~1.49. A volatility hedge via SPXU in spikes, else two mega-cap momentum picks plus 20% cash. Higher upside with disciplined risk control.

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Invest in this strategy
OOS Start Date
Nov 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility-signal, momentum (rsi), leveraged inverse, large-cap tech, energy, daily rebalance, partial cash
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.

"V1a Simple Sort" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a Simple Sort" is currently allocated toXOMandAAPL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Simple Sort" has returned 33.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a Simple Sort" is 22.69%. 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 "V1a Simple Sort", 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.