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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 edge: ~40.2% annualized return vs ~18.8% S&P, Sharpe 1.57 vs 1.03, Calmar 2.51; beta ~0.88 and max drawdown 16.0% vs 18.8%. 491-day backtest with a BIL hedge for risk control.

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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 0 assets in total
Ticker
Type

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 40.23%. 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.