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Symphonies
Basic FTLT | BIL Frontrunner
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily ETF rotation that hides in T‑Bills when markets look overheated, otherwise follows trend: hold QQQ in uptrends; in downtrends switch among tech, high‑beta, inverse QQQ, or a market‑neutral hedge based on short‑term conditions.
NutHow it works
Daily, it first checks if the market looks “too hot” over ~2 weeks (RSI: a 0–100 speed/heat score; >~80 = overheated) on SPY, QQQ or key sectors. If so, it parks in BIL (T‑Bills). Otherwise: if the S&P 500 is in a long‑term uptrend (price > 200‑day average), it owns QQQ (big tech). In downtrends it rotates among XLK (tech), SPHB (high‑beta stocks), PSQ (inverse QQQ), QQQ, or BTAL (market‑neutral defensive) using short‑term signals.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~36% annualized return vs ~18% for the S&P, with lower risk (16% drawdown vs 18.8%), lower beta (~0.89), and stronger risk-adjusted performance (Sharpe ~1.48 vs 1.04; Calmar ~2.25).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.250.70.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
660.9%15.23%2.19%5.01%0.92
Basic FTLT | BIL Frontrunner
12,721.22%40.36%1.4%3.39%1.86
Initial Investment
$10,000.00
Final Value
$1,282,122.44
Regulatory Fees
$3,493.28
Total Slippage
$22,981.73
Invest in this strategy
OOS Start Date
Jul 31, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, etf rotation, risk management, cash filter
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IOO
iShares Global 100 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value ETF
Stocks
XLF
State Street Financial 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.

"Basic FTLT | BIL Frontrunner" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Basic FTLT | BIL Frontrunner" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Basic FTLT | BIL Frontrunner" has returned 36.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Basic FTLT | BIL Frontrunner" is 16.03%. 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 "Basic FTLT | BIL Frontrunner", 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.