Skip to Content
Symphonies
V1a Simple Sort
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, switch to a bearish 3x inverse S&P 500 ETF when volatility surges; otherwise, hold the 2 strongest of Apple, Microsoft, Netflix, NVIDIA, and Exxon with 20% cash. Momentum‑driven, tech‑tilted, and rebalanced every day.
NutHow it works
Every day it checks VIXM, an ETF tied to market volatility. If VIXM’s 40‑day strength score is very high, it goes 100% into SPXU (a 3x inverse S&P 500 ETF—profits if stocks fall; very risky, short‑term). Otherwise, it puts 80% split equally into the 2 strongest among AAPL, MSFT, NFLX, NVDA, XOM (based on a 14‑day strength score) and leaves 20% in cash. Rebalanced daily. The “strength score” (RSI) is a 0–100 gauge that’s high when price has risen quickly.
CheckmarkValue prop
Out-of-sample annualized return ~36% vs ~23% for SPY, with Calmar ~1.58 and solid risk-adjusted upside. It hedges volatility via SPXU, keeps 20% cash, and uses momentum picks in mega-cap tech for higher upside with controlled risk vs the S&P.

Loading backtest data...

Invest in this strategy
OOS Start Date
Nov 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum, volatility filter, tactical allocation, leveraged inverse, us large-cap, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
MSFT
Microsoft Corp
Stocks
NFLX
NetFlix Inc
Stocks
NVDA
Nvidia Corp
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
XOM
Exxon Mobil Corporation
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.

"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 toXOMandNFLX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Simple Sort" has returned 34.61%. 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, and options.