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Symphonies
V1a Weekly Simplified Holiday Competition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Weekly rule: if QQQ outperforms QQQE on a 20-day momentum test, invest 50% in the cheapest of MSFT/AAPL/NVDA/META and 50% in cash; otherwise invest 50% in LLY and 50% in cash.
NutHow it works
Step 1: Compare 20-day moving-average returns of QQQ (cap-weighted Nasdaq-100) and QQQE (equal-weight Nasdaq-100). If QQQ's momentum is higher, Step 2: among MSFT, AAPL, NVDA, META, pick the one with the lowest current price and place a 50/50 allocation between that stock and cash. If QQQ's momentum is not higher, Step 3: instead pick LLY and place a 50/50 allocation between LLY and cash. Step 4: Rebalance this setup weekly. Notes: - The selection among the four mega-caps is price-based (lowest price wins). - The 50/50 cash/stock weighting means partial market exposure with a cash cushion. - The system uses two Nasdaq-100 proxies to infer market leadership of mega-caps and then acts accordingly.
CheckmarkValue prop
Out-of-sample Sharpe ~1.73 and Calmar ~3.48 signal strong risk-adjusted upside vs the S&P. With a 50/50 cash buffer and weekly rebalance, the strategy targets near 92% OOS annual return, though drawdowns (~26.4%) can exceed SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.41.230.290.54
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
559.12%14.65%-1.77%0.2%0.9
V1a Weekly Simplified Holiday Competition
120,433.6%67.25%-5.22%-7.54%1.54
Initial Investment
$10,000.00
Final Value
$12,053,359.69
Regulatory Fees
$8,045.31
Total Slippage
$53,295.99
Invest in this strategy
OOS Start Date
Dec 23, 2023
Trading Setting
Weekly
Type
Stocks
Category
Quantitative equity, mega-cap tech, nasdaq-100 proxies, weekly rebalance, long-only with cash
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
LLY
Eli Lilly & Co.
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
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 toNVDA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 78.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.43%. 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, and options.