Skip to Content
Symphonies
101224 - SR fromBL
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical risk-on/risk-off strategy: when market and Bitcoin trends look healthy and calm, it holds an inverse‑volatility mix of META, AMZN, LLY, and MRK; otherwise it parks in short‑term Treasuries (BIL). A niche rule can switch to NVDA when bonds perk up.
NutHow it works
It flips between stocks and cash-like T‑Bills. Risk-on only if: stocks trend up (SPY above 200‑day avg), not too hot/cold (RSI=0‑100 buying/selling gauge), recent losses are small, tech isn’t sliding (QQQ/TQQQ checks), and Bitcoin’s trend is firm (BITO averages). Then it owns META, AMZN, LLY, MRK, sized so steadier names get more. Else it holds BIL. Rarely, if bonds (BND) beat T‑Bills, it buys NVDA.
CheckmarkValue prop
Capital-protecting, risk-managed strategy. In out-of-sample tests, it limits drawdown to 8.2% (vs SPY ~18.8%), shows low market beta and a small positive alpha, offering diversification and smoother risk—even if returns may be more modest.

Loading backtest data...

Invest in this strategy
OOS Start Date
Oct 13, 2024
Trading Setting
Threshold 4%
Type
Stocks
Category
Tactical allocation, trend following, risk-on/risk-off, momentum filters, volatility-weighted equities, cash/t‑bills
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 4.53%. 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.