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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, this strategy delivers higher risk-adjusted gains than the S&P: Sharpe 1.21 vs 0.80, Calmar ~1.91, and annualized return ~68% vs 14%. Note larger drawdowns (~36%), but regime-driven growth aims to compound in uptrends.

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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 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 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 68.20%. 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.