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Symphonies
DeETF FTLT | 2013-01-09
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, two‑mode plan. In uptrends: ride recent mega‑cap winners unless things look overheated, then hedge with VIXY. In downtrends: buy deep tech/semis dips with 3× ETFs; otherwise switch between high‑beta (SPHB) and defensive anti‑beta (BTAL).
NutHow it works
Each day it checks the S&P 500 vs its 200‑day trend line. If we’re above it and short‑term “heat” (RSI, a 0–100 hot/cold score) looks extreme, it parks in VIXY (goes up when fear spikes). If not overheated, it holds the 3 best‑performing mega‑caps. If below the 200‑day, it buys sharp tech/semis dips with 3× bulls (SOXL/TECL); otherwise it toggles between SPHB (risk‑on, jumpy stocks) and BTAL (defensive, anti‑beta).
CheckmarkValue prop
Out-of-sample edge: ~119% annual return vs ~23% for the S&P, Sharpe 1.60 vs 1.27, Calmar 4.31. Dynamic hedges (VIXY) and tactical mega-cap bets deliver superior risk-adjusted growth and outperformance.

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Invest in this strategy
OOS Start Date
Apr 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend filter, momentum, mean reversion, volatility hedge, sector rotation, leveraged etfs, risk-on/off, tactical allocation
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.

"DeETF FTLT | 2013-01-09" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"DeETF FTLT | 2013-01-09" is currently allocated toGOOGL, MRKandLLY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "DeETF FTLT | 2013-01-09" has returned 119.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "DeETF FTLT | 2013-01-09" is 27.70%. 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 "DeETF FTLT | 2013-01-09", 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.