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Symphonies
BORING + BBT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A switch that goes defensive after sharp 10‑day drops in stocks or bonds; otherwise it rides recent winners in big tech (80%) and keeps a 20% steadiness‑weighted mix (incl. leveraged ETFs). Uses gold, dollar, and long Treasuries for defense.
NutHow it works
Each day it checks two alarms: 1) Has Nasdaq-100 (QQQ) fallen >6% from a recent 10‑day high? 2) Have long US Treasuries (TMF) fallen >7%? If yes to either, go Defensive: hold gold (GLD), the US dollar (UUP), long Treasuries (TMF) plus small slices of leveraged tech/financial ETFs (TQQQ, FAS), giving more to steadier ones. If no, go Offensive: 80% to the 3 best big‑tech names over 10 days; 20% to a steadiness‑weighted mix of those names and the ETFs. Rebalance on ~5% drift.
CheckmarkValue prop
Out-of-sample: 25.32% annualized return vs SPY 22.53%, beta ~0.81, Calmar ~1.30. Defensive hedges plus mega-cap momentum aim for higher upside with lower market sensitivity; drawdowns may be modestly larger (~19.4% vs ~18.8%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.640.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
305.38%14.26%-1.77%0.2%0.84
BORING + BBT
1,844.65%32.66%0.93%-2.97%1.42
Initial Investment
$10,000.00
Final Value
$194,464.70
Regulatory Fees
$1,070.78
Total Slippage
$6,827.04
Invest in this strategy
OOS Start Date
May 19, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, momentum, risk parity, volatility weighting, leveraged etfs, defensive hedging, equities, bonds, gold, us dollar
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GOOG
Alphabet Inc. Class C Capital Stock
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
MSFT
Microsoft Corp
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.

"BORING + BBT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BORING + BBT" is currently allocated toTMF, UUP, TQQQ, FASandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BORING + BBT" has returned 21.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BORING + BBT" is 19.45%. 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 "BORING + BBT", 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.