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Symphonies
Blue Chip or Not (9/1/2017)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Owns 25 blue-chip stocks in calm uptrends, shifts to cash (BIL) when risk rises, and occasionally buys a quick tech rebound (TECL) after sharp sell-offs. Uses simple stock/bond trend and volatility checks. Rebalanced daily.
NutHow it works
Rebalances daily. It usually holds an equal mix of 25 big U.S. companies across sectors (banks, energy, healthcare, consumer, industrials, tech) when markets are calm and rising. It parks in BIL (cash-like T-Bills) if volatility spikes or trends weaken. It reads the market using QQQ/SPY (stocks) and BND/IEF/TLT/TMF (bonds). TQQQ + RSI flag “too hot/too cold” moves (RSI gauges how stretched recent moves are). After deep drops it may briefly buy TECL (3× tech) for rebounds.
CheckmarkValue prop
Out-of-sample results beat the S&P 500 on risk-adjusted return: Sharpe ~1.24 vs 1.21, annualized ~50% vs 21%, Calmar ~2.14. Core blue-chips with cash safety in volatility and a brief tech rebound for upside.

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Invest in this strategy
OOS Start Date
Apr 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, blue-chip equities, volatility filters, trend-following, mean reversion, etfs, daily rebalance
Tickers in this symphonyThis symphony trades 34 assets in total
Ticker
Type
AA
Alcoa Corporation
Stocks
ABBV
ABBVIE INC.
Stocks
AXP
American Express Company
Stocks
BAC
Bank of America Corporation
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
C
Citigroup Inc.
Stocks
CAT
Caterpillar Inc.
Stocks
CI
The Cigna Group
Stocks
CVX
Chevron Corporation
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.

"Blue Chip or Not (9/1/2017)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Blue Chip or Not (9/1/2017)" is currently allocated toT, KO, MMM, GM, DIS, XOM, CI, MRK, JNJ, GE, DD, C, BAC, VZ, HPQ, PFE, JPM, HD, ABBV, CVX, AA, WMT, AXP, IBMandCAT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Blue Chip or Not (9/1/2017)" has returned 56.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Blue Chip or Not (9/1/2017)" is 23.50%. 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 "Blue Chip or Not (9/1/2017)", 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.