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Symphonies
Broke as a Joke (Recession Plays)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based playbook: follow the market trend; in uptrends own broad US stocks (with a long‑bond ballast when momentum is strong). In sharp selloffs, buy short‑term tech bounces; otherwise, sit in defensive stocks and short‑term bonds during downturns.
NutHow it works
1) Check trend: is the S&P 500 (SPY) above its 200‑day average? • If yes: if momentum is strong (RSI>60 = steady buying), hold ~55% long US Treasuries (TLT) and 45% split across SPY/QQQ/DIA/VTI (broad US stocks). If momentum is only OK, split across SPY/QQQ/DIA. • If no: if the Nasdaq‑100 (QQQ) is very washed‑out (RSI<31), take a short‑term bounce in 2x QLD/ROM. Otherwise, go defensive: ~50% short‑term bonds (BSV) and ~50% in staple/healthcare stocks (e.g., KO, WMT, MCD, JNJ).
CheckmarkValue prop
Out-of-sample edge: ~25.1% annualized return vs SPY’s ~23.2%, with Calmar ~1.31. A rules-based trend/momentum system adds diversification and opportunistic rebounds while containing drawdowns, delivering higher upside with disciplined risk.

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Invest in this strategy
OOS Start Date
Dec 17, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, defensive, recession, us equities, us treasuries, short-term bonds, leveraged etfs
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
COST
Costco Wholesale Corp
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DLTR
Dollar Tree Inc.
Stocks
JNJ
Johnson & Johnson
Stocks
KO
Coca-Cola Company
Stocks
KR
The Kroger Co.
Stocks
MCD
McDonald's Corporation
Stocks
MNST
Monster Beverage Corporation
Stocks
PEP
PepsiCo, Inc.
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.

"Broke as a Joke (Recession Plays)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Broke as a Joke (Recession Plays)" is currently allocated toQQQ, SPYandDIA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Broke as a Joke (Recession Plays)" has returned 22.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Broke as a Joke (Recession Plays)" is 19.24%. 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 "Broke as a Joke (Recession Plays)", 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.