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

About

A daily, safety‑first switcher: mostly owns a 25‑stock blue‑chip basket when trends are healthy and bonds are calm; hides in T‑Bills when markets wobble; and only after unusually steep drops does it take a brief rebound bet in a high‑octane tech fund.
NutHow it works
It switches daily between T‑Bills (cash‑like), an equal mix of 25 large “blue‑chip” stocks, and, rarely, a high‑octane tech fund. It reads simple gauges: is fast tech overheated or just crashed, is the Nasdaq trending, and are bonds calmer/stronger than stocks? If conditions look friendly, it owns the 25 blue chips; after deep sell‑offs it may briefly buy the tech fund; otherwise it parks in T‑Bills.
CheckmarkValue prop
Daily regime-switching: cash/T-Bills, blue chips, and rare tech bets. Out-of-sample edge: Sharpe 1.31 vs SPY 1.21; annualized return 56.85% vs 21.57%; Calmar 2.42. Higher upside with disciplined risk vs the S&P 500.

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Invest in this strategy
OOS Start Date
Apr 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, blue chips, risk-on/off, mean reversion, trend filter, volatility filter, daily rebalance, cash/t-bills, leveraged tech
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.

"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 56.85%. 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, crypto, and options.