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Symphonies
CS 90+ FR V5 12-16-24 Risk Off
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical system: fade “too hot” markets with a UVXY (volatility‑spike) + T‑Bills hedge, buy “too cold” dips with leveraged index funds, and follow the 200‑day trend otherwise (growth stocks in uptrends, inverse Nasdaq in downtrends). High risk.
NutHow it works
It watches a short‑term “speedometer” (RSI, 10‑day). If broad markets/sectors look very hot (RSI ≈80+), it shifts to a crash‑hedge: mostly UVXY (fear/VIX) plus BIL (T‑Bills). If very cold (RSI ≈30‑), it buys the dip with TQQQ or UPRO. Otherwise it uses the 200‑day trend: in uptrends it holds a growth stock basket; in downtrends it rotates among SQQQ/PSQ or QQQ/TQQQ using short‑term trend and bond strength (TLT/IEF). Rebalanced daily; very risky.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted return: oos Sharpe ~1.20 vs 0.82, oos annualized return ~66% vs 14.7%, Calmar ~1.86. Drawdowns can be larger (~36%), but hedges + trend-following target upside with managed risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.651.440.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
60.6%19.13%6.16%5.09%1.2
CS 90+ FR V5 12-16-24 Risk Off
825.96%127.59%9.47%3.44%2.06
Initial Investment
$10,000.00
Final Value
$92,595.50
Regulatory Fees
$159.57
Total Slippage
$879.32
Invest in this strategy
OOS Start Date
Dec 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rsi mean‑reversion, trend‑following, volatility hedge, leveraged etfs, inverse etfs, daily rebalance
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BLND
Blend Labs, Inc.
Stocks
CLS
Celestica, Inc.
Stocks
COMP
Compass, Inc.
Stocks
CRS
Carpenter Technology Corp
Stocks
DOCS
Doximity, Inc.
Stocks
EAT
Brinker International, Inc.
Stocks
FIX
Comfort Systems USA, Inc.
Stocks
HIMS
Hims & Hers Health, Inc.
Stocks
IEF
iShares 7-10 Year Treasury Bond 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.

"CS 90+ FR V5 12-16-24 Risk Off" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"CS 90+ FR V5 12-16-24 Risk Off" is currently allocated toUVXYandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CS 90+ FR V5 12-16-24 Risk Off" has returned 55.71%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CS 90+ FR V5 12-16-24 Risk Off" is 35.70%. 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 "CS 90+ FR V5 12-16-24 Risk Off", 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.