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Symphonies
V1b 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 beats QQQE on a 20-day trend, buy the cheapest among MSFT/AAPL/NVDA/META; else buy the cheaper between LLY and SPY, with cash held in the balance. Rebalance weekly.
NutHow it works
In plain terms: every week, compare how mega-cap tech stocks are doing (via QQQ) to how they would do if every stock in the Nasdaq-100 got equal weight (via QQQE). If the mega-cap-heavy ETF looks stronger, pick the cheapest among four big-tech names (MSFT, AAPL, NVDA, META) and hold it, with cash alongside it. If not, pick the cheaper between Eli Lilly and SPY and hold that one, with cash alongside it. The position is rebalanced weekly, and the selection relies on which group is currently showing more upside over the past ~4 weeks (20 trading days) as measured by their moving-average returns. The actual sizing appears to be an equal weight between cash and the chosen asset.
CheckmarkValue prop
Out-of-sample edge: rule-based timing yields ~63% annualized return vs ~21.5% for SPY, Sharpe ~1.42, Calmar ~2.01. Higher drawdowns (~31% vs ~18.8%) but offers superior upside and a cash hedge.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.381.240.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
559.12%14.65%-1.77%0.2%0.9
V1b Weekly Simplified Holiday Competition
90,280.66%63.8%-2.74%-1.91%1.51
Initial Investment
$10,000.00
Final Value
$9,038,065.52
Regulatory Fees
$6,904.50
Total Slippage
$45,078.17
Invest in this strategy
OOS Start Date
Dec 23, 2023
Trading Setting
Weekly
Type
Stocks
Category
Quantitative, momentum, mega-cap, etf-pair comparison, weekly-rebalance, long-only
Tickers in this symphonyThis symphony trades 8 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
SPY
State Street SPDR S&P 500 ETF Trust
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 54.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.30%. 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.