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Symphonies
Cactus 2.9 w/ BTAL [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 switch that flips between TQQQ (3× Nasdaq‑100) and BTAL (defensive hedge) using simple momentum and volatility cues from VIX, Utilities, junk bonds, and Gold. It prefers TQQQ in calm, risk‑on markets and BTAL when stress rises.
NutHow it works
Each day it chooses between TQQQ (3× Nasdaq‑100) and BTAL (a hedge that tends to hold up when volatile stocks fall). Volatility check: if VIXM’s momentum (RSI: 0–100; higher = stronger recent rise) is high, markets are “stressed.” In stress it takes two votes: QQQ vs Utilities (XLU) and junk bonds (JNK) vs QQQ. More risk‑on votes → TQQQ; otherwise BTAL. If not stressed, it looks for abnormal spikes using VIXM and Gold (GLD). If calm and QQQ’s volatility is low, it buys TQQQ; if volatility is high, it holds BTAL.
CheckmarkValue prop
Out-of-sample edge: ~42% annualized return vs ~19% for the S&P, Sharpe ~1.06, Calmar ~1.02. Daily risk-on/risk-off switch between 3x Nasdaq and a hedge aims for strong upside in calm markets and protection in stress, with higher drawdowns in crises.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.411.710.470.69
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
650.67%15.25%1.36%5.73%0.92
Cactus 2.9 w/ BTAL [CMP] (K-1 Free)
404,863.89%79.47%-3.47%23.13%1.59
Initial Investment
$10,000.00
Final Value
$40,496,389.04
Regulatory Fees
$90,920.59
Total Slippage
$619,033.38
Invest in this strategy
OOS Start Date
Mar 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,momentum,volatility filter,leveraged etf,market-neutral hedge,daily rebalance
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 w/ BTAL [CMP] (K-1 Free)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Cactus 2.9 w/ BTAL [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 w/ BTAL [CMP] (K-1 Free)" has returned 42.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Cactus 2.9 w/ BTAL [CMP] (K-1 Free)" is 41.41%. 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 w/ BTAL [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.