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Symphonies
CN Defiance Fund PRD 1.0
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily‑rebalanced, high‑octane mix: 80% in the most volatile tech/cyber/defense/semis stocks, 10% in a trend‑following natural‑gas sleeve that can go long/short or cash, and ~10% in timber (WOOD), aluminum (AA), and PANW.
NutHow it works
Every day it does three things: - Core (80%): Buys the 15 biggest movers from a preset tech/cyber/defense/semis list (e.g., NVDA, AMD, PANW, LMT, MSFT). “Biggest movers” = most volatile over ~1 year. - Natural gas sleeve (10%): If gas producers (FCG) trend up (100‑day avg price > 500‑day), hold FCG (90%) plus BOIL (2x long gas) or KOLD (2x short) based on UNG vs its 50‑day avg; otherwise rotate among UNG (gas), KOLD, or BIL (T‑Bills) using medium/short‑term trends. - The rest (~10%): WOOD (timber), AA (aluminum), PANW (cyber). Rebalances daily.
CheckmarkValue prop
Out-of-sample annualized return 28.8% vs S&P 19.9%, Calmar ~1.10 and Sharpe ~1.02. A volatility-tilted core (tech/cyber/defense/semis) plus a tactical gas/real-asset sleeve offers bigger upside and diversification, with higher drawdowns.

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Invest in this strategy
OOS Start Date
Feb 27, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum/trend-following, volatility tilt, tech/cyber/defense/semiconductors, natural gas commodities, leveraged etfs, 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.

"CN Defiance Fund PRD 1.0" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"CN Defiance Fund PRD 1.0" is currently allocated toASML, GOOGL, AMAT, VSAT, INTC, PANW, WOOD, BA, CRWD, CYBR, DE, AA, AMD, PLTR, BIL, ZSandAVAV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CN Defiance Fund PRD 1.0" has returned 28.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CN Defiance Fund PRD 1.0" is 26.18%. 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 "CN Defiance Fund PRD 1.0", 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.