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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

A weekly switcher: if mega-cap tech is leading (QQQ beating equal-weight QQQE), own the strongest of Apple/Nvidia/Netflix; otherwise, own the steadier of Eli Lilly/Moderna. Single-stock, momentum when risk-on, lower-vol healthcare when risk-off.
NutHow it works
Each week: 1) Compare the last 20 trading days’ average return of QQQ (mega-cap tech heavy) vs QQQE (equal-weighted Nasdaq-100). 2) If QQQ is stronger, buy the single strongest of Apple, Nvidia, or Netflix by a 40‑day RSI (a score of recent upward pressure). 3) Otherwise, buy the calmer of Eli Lilly or Moderna using 10‑day volatility (lower wins). Hold for a week, then repeat.
CheckmarkValue prop
Out-of-sample, this strategy targets ~52.8% annualized return with Sharpe ~1.32 and Calmar ~1.40, far above SPY's ~21.5% annualized return. It offers strong upside with disciplined risk—though max drawdown (~37.7%) is higher than SPY's (~18.8%).

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Invest in this strategy
OOS Start Date
Dec 24, 2023
Trading Setting
Weekly
Type
Stocks
Category
Weekly rebalancing, momentum, regime filter, breadth (qqq vs qqqe), single-stock rotation, volatility targeting, tech vs healthcare
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 50.43%. 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.