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Symphonies
123paturel 4 Defensive
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses QQQ’s 10‑day RSI to switch: overbought → VIXY hedge, oversold → 2× QQQ, otherwise a defensive mix of staples, utilities, health care, and long Treasuries. Daily rebalancing.
NutHow it works
It checks a 10‑day RSI on QQQ (a tech‑heavy index fund; RSI is a 0‑100 gauge of how fast price has risen/fallen). If RSI > 79 (very hot), it buys VIXY (a volatility fund that jumps when stocks drop). If RSI < 30 (very cold), it buys QLD (2× QQQ). Otherwise it splits evenly into XLP (consumer staples), XLU (utilities), XLV (health care), and TLT (long‑term US Treasuries). Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: low beta (~0.23), max drawdown ~3.6%, Calmar ~4.45, Sharpe ~1.90. RSI-triggered hedges (VIXY) + defensive rotation deliver steadier, higher risk-adjusted gains than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.250.570.20.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
612.1%13.97%2.19%5.01%0.85
123paturel 4 Defensive
10,205.42%36.19%1.97%2.31%1.51
Initial Investment
$10,000.00
Final Value
$1,030,541.62
Regulatory Fees
$1,957.93
Total Slippage
$11,927.19
Invest in this strategy
OOS Start Date
May 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, rsi timing, defensive rotation, volatility hedge, leveraged etf, sector/bond mix
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLU
State Street Utilities Select Sector SPDR ETF
Stocks
XLV
State Street Health Care Select Sector SPDR 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.

"123paturel 4 Defensive " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"123paturel 4 Defensive " is currently allocated toTLT, XLP, XLUandXLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "123paturel 4 Defensive " has returned 16.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "123paturel 4 Defensive " is 3.61%. 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 "123paturel 4 Defensive ", 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.