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Symphonies
BILRunner Without OverSold Checks
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A safety‑first, rules‑based “cash runner” that treats very strong momentum as a warning. It mostly hides in T‑bills, sometimes adds defensive BTAL or gold, and has a volatility‑spike alarm. Here, hedge slots are cash, making it ultra‑conservative.
NutHow it works
It watches for “overheated” markets using RSI (a 0–100 speedometer of recent price moves; high = overheated). When big indexes/sectors flash high RSI, it mostly parks in BIL (T‑bills), sometimes adds BTAL (defensive) or GLD (gold). A UVXY/VIXY alarm flags volatility spikes. In this build, hedge slots are set to BIL, so it stays very cash‑heavy. Rebalances daily. Ticker key: BIL=T‑bills, BTAL=defensive, GLD=gold, UVXY/VIXY=volatility, SPY/QQQ=US stocks, XLF/SMH/RETL=sectors.
CheckmarkValue prop
Out-of-sample edge: a cash-heavy, risk-aware approach that preserves capital and outperforms the S&P 500 on a risk-adjusted basis. oos Sharpe ~19.6 vs SPY ~1.0; oos max drawdown ~1.1% vs ~18.8%; near-zero beta with upside when markets cooperate.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.03000.02
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
303.4%13.75%6.16%5.09%0.81
BILRunner Without OverSold Checks
31.71%2.58%0.32%0.87%3.69
Initial Investment
$10,000.00
Final Value
$13,171.17
Regulatory Fees
$7.73
Total Slippage
$44.50
Invest in this strategy
OOS Start Date
Aug 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Defensive, cash-heavy, market-timing, volatility-aware, capital-preservation, daily-rebalance, rules-based
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IOO
iShares Global 100 ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RETL
Direxion Daily Retail Bull 3X ETF
Stocks
SMH
VanEck Semiconductor 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.

"BILRunner Without OverSold Checks" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BILRunner Without OverSold Checks" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BILRunner Without OverSold Checks" has returned 4.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BILRunner Without OverSold Checks" is 0.01%. 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 "BILRunner Without OverSold Checks", 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.