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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

Rules-based switch: usually an equal-weight basket of 25 U.S. blue chips when trends look healthy; moves to cash (T‑bills) when markets are hot or jumpy; in rare deep selloffs, briefly buys a 3× tech fund for a rebound attempt. Rebalanced daily.
NutHow it works
Goal: mostly own big, steady U.S. companies or sit in cash; buy aggressive tech only in rare, washed‑out crashes. It reads “thermometers”: TQQQ (fast Nasdaq), QQQ/SPY (broad stocks), and bond ETFs (TMF, BND, IEF, TLT). RSI = 0–100 heat gauge; high=hot, low=washed‑out. Max drawdown (10d)=worst dip; 25‑day average=trend. If overheated or whipsawing, go to cash (BIL). In big drops, if very oversold, buy TECL (3× tech) for a bounce; else cash unless bonds look calm. In normal times, if trends are healthy and bonds aren’t jumpy, buy an equal-weight basket of 25 blue chips. Rebalances daily.
CheckmarkValue prop
Out-of-sample, this rules-based strategy targets higher risk-adjusted gains: ~50% vs SPY ~21%, Sharpe ~1.24, Calmar ~2.14. It uses cash in heat and a brief tech rebound, aiming to beat the S&P 500 on risk-adjusted terms.

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Invest in this strategy
OOS Start Date
Apr 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,risk-on/risk-off,blue-chip equities,volatility filters,trend-following,mean reversion,cash proxy,leveraged etfs
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 toBIL. 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 54.04%. 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.