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Symphonies
101224 - SR fromBL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A selective risk‑on/risk‑off plan: sit in T‑bills until stocks are trending up, calm, and not overheated (checks SPY/QQQ, volatility, and Bitcoin). Then own META, AMZN, LLY, MRK by risk weight—or NVDA when bonds outperform cash. Otherwise, stay in cash.
NutHow it works
Default is safety: it parks money in a T‑bill fund (BIL). It buys stocks only when many “green lights” line up: the S&P 500 (SPY) is in an uptrend and not too hot/cold, the NASDAQ (QQQ/TQQQ) hasn’t been dropping fast or swinging wildly, and a Bitcoin ETF (BITO) is trending up. When that happens it buys META, AMZN, LLY, and MRK, giving bigger weights to the steadier names. If bonds (BND) beat T‑bills, it instead buys NVDA. Otherwise it stays in BIL.
CheckmarkValue prop
Capital-preservation strategy with trend checks: out-of-sample drawdown 8.2% vs SPY 18.8%, smoother volatility, and Calmar ~0.24. Returns are modest (~2%/yr) but offer a much more stable, risk-controlled path than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.090.010.08
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
80.65%20.34%-2.85%-2.42%1.3
101224 - SR fromBL
43.87%12.06%3.59%8.1%0.77
Initial Investment
$10,000.00
Final Value
$14,387.38
Regulatory Fees
$16.38
Total Slippage
$109.45
Invest in this strategy
OOS Start Date
Oct 13, 2024
Trading Setting
Threshold 4%
Type
Stocks
Category
Tactical, trend-following, risk-on/off, mega-cap tech + pharma, cash/t-bills, crypto-sentiment filter
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
LLY
Eli Lilly & Co.
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
MRK
Merck & Co., Inc.
Stocks
NVDA
Nvidia Corp
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"101224 - SR fromBL" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"101224 - SR fromBL" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "101224 - SR fromBL" has returned 4.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "101224 - SR fromBL" is 8.20%. 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 "101224 - SR fromBL", 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.