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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

Equal‑weighted rules for the 10 largest S&P stocks: own each when trending up or oversold/recovering; otherwise park that chunk in SHY. Rebalanced daily. Note: one rule may buy QQQ instead of TSLA when Tesla is deeply oversold.
NutHow it works
Daily, it checks 10 mega‑cap S&P stocks. For each slice: if its 21‑day average price (avg of last 21 closes) is above its 210‑day average, we own it. If not, but RSI (a 0–100 “heat” gauge; <30 = very sold off) is <30, we still own it. If neither, but today’s price is above its 31‑day average, we own it. Otherwise that slice goes to SHY (short‑term Treasuries). All slices are equal‑weighted.
CheckmarkValue prop
Out-of-sample: ~38.5% annualized return, Sharpe ~1.80, Calmar ~2.10, max drawdown ~18.37% (vs SPY ~22.2%, Sharpe ~1.35, DD ~18.76%). A mega-cap, rules-based trend/mean-reversion strategy with SHY hedge delivering stronger risk-adjusted growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.910.650.81
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
305.43%13.62%2.19%5.01%0.81
*WIP* Beat Market rules + Actively Managed S&P 10
1,533.11%29.02%0.33%5.37%1.38
Initial Investment
$10,000.00
Final Value
$163,310.91
Regulatory Fees
$195.63
Total Slippage
$1,045.93
Invest in this strategy
OOS Start Date
Oct 27, 2022
Trading Setting
Daily
Type
Stocks
Category
Rules-based, trend + mean-reversion, mega-cap s&p 10, tech-heavy, daily rebalance, treasuries hedge (shy)
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 toGOOGL, NVDA, SHY, GOOG, AAPL, AMZN, TSLAandMSFT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 38.49%. 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, crypto, and options.