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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

A daily, rules‑based “risk‑off” strategy: when markets look overheated it goes heavy UVXY (volatility) plus T‑Bills; on sharp dips it buys leveraged equity; otherwise it holds a growth stock basket in uptrends and shorts/hedges Nasdaq in downtrends.
NutHow it works
Daily steps: Heat check: 10‑day RSI (0–100 “heat meter”). If SPY/IOO/TQQQ/VTV/XLF/VOX read very hot (>79–81), hold ~75% UVXY (volatility) + ~25% BIL (T‑Bills). Dip buy: if RSI<30 on TQQQ or SPY, buy TQQQ or UPRO (3× equity). Else regime: if SPY > 200‑day avg, own a CANSLIM stock basket; if below, switch among QQQ/TQQQ/PSQ/SQQQ using 20‑day trend and bond gauges (RSI of TLT/IEF). Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.26 vs 0.79; annualized return 76.28% vs 14.72%; Calmar 2.14. A volatility-hedged, regime-switching strategy delivering bigger upside with disciplined risk—better risk-adjusted performance than the S&P 500, though drawdowns can be larger.
1M
3M
6M
YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.741.50.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
53.91%20.18%1.36%5.73%1.24
CS 90+ FR V5 12-16-24 Risk Off
789.4%153.92%6.42%3.8%2.27
Initial Investment
$10,000.00
Final Value
$88,940.24
Regulatory Fees
$125.44
Total Slippage
$689.75
Invest in this strategy
OOS Start Date
Dec 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility hedge, leveraged etfs, momentum/mean‑reversion, regime switching, us equities, risk management
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.

"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 toDOCS, CLS, TRGP, BLND, COMP, CRS, HIMS, OPFI, EAT, SNandFIX. 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 76.28%. 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, crypto, and options.