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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

If a volatility fund is surging, go all‑in a 3x inverse S&P 500 fund. Otherwise, own the two strongest among Apple, Microsoft, Netflix, Nvidia, and Exxon (80% total) and keep 20% in cash. Rebalanced daily.
NutHow it works
Each day the strategy does two things: 1) Checks a “volatility” fund (VIXM). If its 40‑day RSI—a simple gauge of whether it’s been rising more than falling—is above 69, it moves 100% into SPXU, a fund designed to rise about 3x when the S&P 500 falls (very volatile). 2) Otherwise, it looks at Apple, Microsoft, Netflix, Nvidia, and Exxon, picks the two with the strongest recent gains (14‑day RSI), puts 40% in each, and leaves 20% in cash. Rebalanced daily.
CheckmarkValue prop
Out-of-sample: ~36% annualized return vs SPY ~23%, Calmar ~1.58, solid risk-adjusted upside. Hedge with SPXU on volatility spikes; otherwise rotate top mega-cap names with a cash buffer—higher growth, controlled risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.360.680.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
571.04%13.56%-0.15%0.4%0.83
V1a Simple Sort
43,943.8%50.17%-2.41%8.92%1.4
Initial Investment
$10,000.00
Final Value
$4,404,379.88
Regulatory Fees
$14,072.01
Total Slippage
$90,890.90
Invest in this strategy
OOS Start Date
Nov 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, volatility trigger, inverse etf hedge, large-cap rotation, 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 34.78%. 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.