Skip to Content
Symphonies
Cactus 2.9 [CMP] (K-1 Free)
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily risk switch between 3x Nasdaq (TQQQ) and T‑Bills (BIL), driven by volatility (VIXM) and cross‑asset tells (utilities, junk bonds, gold). It aims to be in TQQQ when conditions look calm or risk‑on, and in BIL when fear or choppiness rises.
NutHow it works
Each day it chooses between a 3x Nasdaq fund (TQQQ) and T‑Bills (BIL). It first checks “fear” (VIXM). If fear is up, it runs two quick tests: utilities vs Nasdaq and junk bonds vs Nasdaq; each passing test puts 50% in TQQQ, otherwise BIL. If fear isn’t up: if fear is abnormally high, a gold check decides; else, if Nasdaq is calm, buy TQQQ, otherwise hold BIL.
CheckmarkValue prop
Out-of-sample, this strategy targets higher upside than SPY: ~37.4% vs ~19.1%, with Calmar ~0.84 and Sharpe ~0.96. Daily risk-on/off switching; expect larger drawdowns (~44%) but stronger upside in calm markets.

Loading backtest data...

Invest in this strategy
OOS Start Date
Mar 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, volatility filter, cross-asset signals, leveraged etfs, tech-heavy, momentum
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 toBILandTQQQ. 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 25.22%. 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.