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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

A daily, momentum-based defensive tilting system: hedge with VIXY when Nasdaq looks overheated, chase a tech rebound with QLD when deeply oversold, or else evenly mix four defensive ETFs (staples, long bonds, utilities, health care) for balance.
NutHow it works
What happens each day: - Start with a 100% cash-equivalent stance (ready to move into an ETF or group). - Compute the Nasdaq-100 momentum using a 10-day RSI on QQQ (a short-term measure of recent price moves). - If RSI(QQQ,10) > 79: move 100% into VIXY (the VIX futures ETF) to hedge against fear/volatility. - Else if RSI(QQQ,10) < 30: move 100% into QLD (Ultra QQQ, 2x levered on QQQ) to try to ride a strong rebound in tech. - Otherwise: spread exposure across four defensive ETFs equally: XLP (Consumer Staples), TLT (Long-Term Treasuries), XLU (Utilities), XLV (Health Care). - Rebalance daily to reflect the current rule outcome. Notes for laymen: RSI is a momentum gauge; VIXY rises when fear or volatility spikes; QLD aims for amplified tech gains; the four defensives provide stability when markets are neutral or mildly risky.
CheckmarkValue prop
Out-of-sample edge vs the S&P 500: Sharpe ~1.91, lower drawdowns (~3.6% vs ~5.1%), Calmar ~4.43, and ~16% annualized return. Uses VIXY hedges and QLD tech rebound with a diversified defensive sleeve, rebalanced daily.
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
590.61%13.59%-1.77%0.2%0.83
123paturel 4 Defensive
10,746.36%36.21%-2.42%7.45%1.51
Initial Investment
$10,000.00
Final Value
$1,084,636.28
Regulatory Fees
$2,025.45
Total Slippage
$12,373.14
Invest in this strategy
OOS Start Date
May 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Defensive strategy, rsi-based tilts, etf-based hedging and sector/bond mix, daily rebalance
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 20.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "123paturel 4 Defensive " is 4.79%. 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, and options.