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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

Rules-based switch between a 3x Nasdaq ETF (TQQQ) and T‑Bills (BIL), using volatility and cross-asset “risk appetite” clues (utilities, junk bonds, gold) to decide when to be aggressive or sit in cash.
NutHow it works
Daily, it flips between TQQQ (a 3x version of the Nasdaq‑100) and BIL (T‑Bills). If a volatility ETF (VIXM) is heating up, it takes two “votes”: utilities vs Nasdaq and junk bonds vs Nasdaq. Each vote can put 50% in TQQQ or in BIL. If volatility is calm, it goes 100% TQQQ; if not, 100% BIL. In rare volatility spikes, it parks in BIL unless gold is surging.
CheckmarkValue prop
Out-of-sample edge: ~37.4% annualized return vs S&P ~19%; leverages Nasdaq in calm markets and shifts to cash on risk signals. Sharpe ~0.96, Calmar ~0.84, max drawdown ~44% vs ~19% for S&P. Higher upside with controlled risk.

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Invest in this strategy
OOS Start Date
Mar 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged nasdaq, momentum, volatility filter, risk-on/risk-off, daily rebalance, cash/t-bills
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
JNK
State Street SPDR Bloomberg High Yield Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
XLU
State Street Utilities Select Sector SPDR ETF
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.

"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 25.39%. 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, and options.