Skip to Content
Symphonies
DeETF FTLT | 2013-01-09
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it swaps between: a volatility hedge when markets look overheated; the 3 strongest mega‑caps in healthy uptrends; and, in weak markets, either aggressive dip‑buys in tech/semis or a high‑beta vs defensive tilt based on short‑term signals.
NutHow it works
Each day it checks if the S&P 500 (SPY) is above its 200‑day average. Uptrend: if a short‑term “heat” gauge (RSI) on SPY/QQQ and key sectors is extremely high, park in VIXY (a volatility hedge). Otherwise, own the 3 best‑performing big U.S. stocks over ~1 month. Downtrend: try to buy steep tech/semis dips via SOXL/TECL (3× funds) when very oversold; if not, rotate between SPHB (high‑beta stocks) and BTAL (defensive anti‑beta) using short‑term RSI and trend.
CheckmarkValue prop
Out-of-sample this strategy outperforms SPY on risk-adjusted return: ~101% annualized vs ~22%, Sharpe ~1.47 vs ~1.27, Calmar ~3.64. Regime-switching, volatility hedges, and mega-cap momentum target steadier, higher upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.840.750.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
488.14%14.46%-0.15%0.4%0.88
DeETF FTLT | 2013-01-09
9,517,213.47%139.54%0.53%-0.01%2.38
Initial Investment
$10,000.00
Final Value
$951,731,346.70
Regulatory Fees
$2,580,431.30
Total Slippage
$18,514,243.63
Invest in this strategy
OOS Start Date
Apr 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, momentum, dip-buying, volatility hedge, leveraged etfs, us equities
Tickers in this symphonyThis symphony trades 32 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
GE
GE Aerospace
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
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.

"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 toMRK, GEandABBV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "DeETF FTLT | 2013-01-09" has returned 97.97%. 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, and options.