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Symphonies
BDJ chill FR with SPY FTLT
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A symphony is an automated trading strategy — Learn more about symphonies here

About

When markets get “too hot” short‑term, it flips into volatility funds (UVXY/VIXY), sometimes with BTAL. Otherwise it follows trend: hold SPY in uptrends; in downtrends, rotate to short S&P or Treasuries, with occasional oversold bounce plays.
NutHow it works
It watches a short‑term “heat” gauge (10‑day RSI) on the S&P 500 and related funds. If any look very hot (about 79–81), it buys volatility (UVXY or VIXY); in one case, 75% UVXY + 25% BTAL. If nothing is hot, it follows trend: above the 200‑day average it holds SPY (unless briefly hot, then VIXY); below it, it rotates between short S&P (SH) or Treasuries (TLT), with rare oversold bounces via 3x S&P (UPRO). Rebalanced daily.
CheckmarkValue prop
Out-of-sample: about 34.6% annualized return vs SPY’s ~18.7%, with Calmar ~0.88 and Sharpe ~0.88. Higher upside via volatility hedges and trend-following. Drawdowns can be larger (~39%), but risk-adjusted gains still beat the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility hedge, rsi-based signals, trend-following core, long/short etfs, daily rebalancing
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IOO
iShares Global 100 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SH
ProShares Short S&P500
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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.

"BDJ chill FR with SPY FTLT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BDJ chill FR with SPY FTLT" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BDJ chill FR with SPY FTLT" has returned 34.59%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BDJ chill FR with SPY FTLT" is 39.34%. 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 "BDJ chill FR with SPY FTLT", 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.