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Symphonies
V1c 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-based stock picker: if Nasdaq momentum (QQQ) beats QQQE, buy the strongest-momentum stock among AAPL, NVDA, NFLX (highest RSI). Otherwise, buy the least volatile stock between LLY and MRNA. Rebalance weekly, single-stock exposure each week.
NutHow it works
Every week, the system checks whether QQQ’s 20-day return is greater than QQQE’s 20-day return. If yes: among AAPL, NVDA, NFLX, compute RSI with a 40-day window and pick the one with the highest RSI (strongest momentum) to hold for the week. If no: among LLY and MRNA, compute the 10-day standard deviation of returns and pick the one with the smallest deviation (least volatile) to hold for the week. Cash is allocated to the chosen stock (with a single pick this week, effectively 100% in that stock). The process then repeats on a weekly cadence.
CheckmarkValue prop
Weekly rule: momentum picks (AAPL/NVDA/NFLX) if QQQ>QQQE, else low-vol pick (LLY/MRNA). Out-of-sample: 52.8% annualized vs SPY 21.5%; Sharpe ~1.32; Calmar ~1.40. Simple, single-stock exposure with higher upside; drawdowns can exceed SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.540.930.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
209.89%16.98%-1.77%0.2%0.9
V1c Weekly Simplified Holiday Competition
8,553.3%85.64%5.98%2.07%1.74
Initial Investment
$10,000.00
Final Value
$865,330.17
Regulatory Fees
$990.26
Total Slippage
$6,656.07
Invest in this strategy
OOS Start Date
Dec 24, 2023
Trading Setting
Weekly
Type
Stocks
Category
Weekly rebalance, momentum/volatility stock picker, rsi-based top pick, std dev-based bottom pick, qqq vs qqqe trend filter, single-stock allocation
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
LLY
Eli Lilly & Co.
Stocks
MRNA
Moderna, Inc. Common Stock
Stocks
NFLX
NetFlix Inc
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 toNFLX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 51.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 37.68%. 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.