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Symphonies
Retail with Recession Condition (Current Price)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own big U.S. retailers, but switch to a Walmart-only position when the market weakens (SPY below its 200‑day average). Checks this daily and rebalances to the target mix accordingly.
NutHow it works
Each day it checks the broad U.S. market using SPY (the main S&P 500 fund). If SPY’s price is below its average over the last ~200 trading days, it treats that as a downturn and holds only Walmart (WMT). Otherwise it holds: 61.64% WMT, 34.91% Costco (COST), 3.45% Target (TGT). It rebalances daily. Why these? Walmart and Costco sell a lot of everyday essentials, which tend to be steadier in tough times. Target sells more discretionary goods, so it’s kept small.
CheckmarkValue prop
Regime-aware, defensive retail strategy: 100% Walmart in downturns; otherwise a Walmart/COST/TGT mix. Out-of-sample edge: Calmar ~1.87 and beta ~0.10, offering positive risk-adjusted returns with steadier exposure than the S&P 500 in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.670.30.54
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
2,475.01%10.58%-1.77%0.2%0.63
Retail with Recession Condition (Current Price)
9,430.73%15.15%-2.32%11.25%0.72
Initial Investment
$10,000.00
Final Value
$953,073.28
Regulatory Fees
$488.37
Total Slippage
$2,464.66
Invest in this strategy
OOS Start Date
May 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, us large-cap, retail, consumer staples tilt, trend filter, 200-day moving average, defensive
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
COST
Costco Wholesale Corp
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TGT
Target Corporation
Stocks
WMT
Walmart Inc. Common Stock
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 toTGT, WMTandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.18%. 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.