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Symphonies
Cactus 2.9 [CMP] (K-1 Free)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, risk-on/risk-off timer that seeks big tech rallies via TQQQ (3x Nasdaq‑100) and hides in T‑Bills (BIL) when fear or volatility is elevated, using signals from volatility, utilities, junk bonds, and gold.
NutHow it works
It switches daily between TQQQ (3x Nasdaq‑100) and BIL (T‑Bills). It reads “fear” (VIXM), tech vs utilities (QQQ vs XLU), junk bonds (JNK), and gold (GLD) with a short‑term strength score and a calmness (volatility) check. If fear is rising, it buys TQQQ only when risk assets lead; otherwise holds BIL. If fear is high, it waits for a gold spike. If fear is low and the market is calm, it buys TQQQ. Only TQQQ or BIL are held.
CheckmarkValue prop
Out-of-sample annualized return ~40.8% vs SPY ~19.4%, oos Sharpe ~1.02, Calmar ~0.92. Expect higher drawdowns (~44% vs ~19%), but aims to capture big tech rallies with 3x leverage and T-bills ballast.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.331.870.560.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
582.07%13.84%1.36%5.73%0.84
Cactus 2.9 [CMP] (K-1 Free)
172,774.77%65.43%-1.07%24.88%1.39
Initial Investment
$10,000.00
Final Value
$17,287,477.34
Regulatory Fees
$41,135.25
Total Slippage
$271,039.01
Invest in this strategy
OOS Start Date
Mar 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged tech timing,risk-on/risk-off,volatility filter,momentum,tactical allocation
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.

"Cactus 2.9 [CMP] (K-1 Free)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Cactus 2.9 [CMP] (K-1 Free)" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Cactus 2.9 [CMP] (K-1 Free)" has returned 40.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Cactus 2.9 [CMP] (K-1 Free)" is 44.44%. 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 "Cactus 2.9 [CMP] (K-1 Free)", 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.