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Symphonies
Cactus 2.9 w/ BTAL [CMP] (K-1 Free)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily risk-on/risk-off switch: lean hard into tech via TQQQ when conditions look calm/strong, hide in BTAL when volatility or defensive signals rise. Uses volatility (VIXM), credit (JNK), utilities, and gold to decide; can split if mixed.
NutHow it works
It flips between two funds: TQQQ (a 3x version of the Nasdaq‑100) when markets look calm/strong, and BTAL (a defensive, market‑neutral fund) when stress rises. It reads simple gauges: volatility (VIXM), credit (JNK), utilities (XLU), and gold (GLD). If those favor offense, it buys TQQQ; if they flash caution, it holds BTAL. It rechecks daily and can split 50/50 if signals disagree.
CheckmarkValue prop
Out-of-sample, this risk-on/risk-off strategy blends TQQQ and BTAL to ride tech rallies while defending in stress. It shows near 1.0 Sharpe, 0.91 Calmar, and positive alpha vs the S&P, using volatility, credit, and gold signals.

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Invest in this strategy
OOS Start Date
Mar 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, trend/momentum, volatility filter, leveraged etfs, market neutral factor, daily rebalanced
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
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 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 25.02%. 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, and options.