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Symphonies
*WIP* Beat Market rules + Actively Managed S&P 10
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based allocation to 10 mega-cap stocks. Own a stock when its trend is up or it looks washed out; otherwise park that slice in SHY. Special case: if TSLA is oversold, use QQQ instead. Goal: ride leaders, sidestep downtrends.
NutHow it works
Each day, split money equally across 10 giants (AAPL, MSFT, AMZN, NVDA, META, GOOGL/GOOG, BRK.A, TSLA, UNH). For each name: 1) If 21‑day avg price > 210‑day avg (uptrend), own it. Else 2) If 10‑day RSI <30 (sold off hard), own it (TSLA uses QQQ, a big‑tech fund). Else 3) If price > 31‑day avg, own it. Else hold SHY (short‑term US Treasury ETF). Moving avg = recent‑price average; RSI = 0–100 speed score; <30 = oversold.
CheckmarkValue prop
Out-of-sample, this 10-mega-cap, rules-based strategy beats the S&P 500 on risk-adjusted return: ~37.8% annualized, Sharpe ~1.78, beta ~0.96, drawdown ~18.4% (vs ~18.8%), with positive alpha.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.90.650.81
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
299.36%13.3%0.54%-0.34%0.79
*WIP* Beat Market rules + Actively Managed S&P 10
1,415.79%27.79%-2.64%-7.83%1.34
Initial Investment
$10,000.00
Final Value
$151,579.43
Regulatory Fees
$208.98
Total Slippage
$1,135.46
Invest in this strategy
OOS Start Date
Oct 27, 2022
Trading Setting
Daily
Type
Stocks
Category
Rules-based, trend-following, momentum, large-cap, mega-cap tech tilt, tactical allocation, treasury hedge, daily rebalance
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BRK/A
Berkshire Hathaway Inc.
Stocks
GOOG
Alphabet Inc. Class C Capital Stock
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
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
SHY
iShares 1-3 Year Treasury Bond 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 toMETA, GOOGL, NVDA, SHY, GOOG, AAPLandTSLA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.37%. 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.