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Symphonies
Defensive Portfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based defensive portfolio: step into T‑bills when tech looks overheated, go 2× Nasdaq after deep selloffs, and otherwise hold defensive stock sectors plus long U.S. Treasuries, rebalanced daily.
NutHow it works
Each day it checks the 10‑day RSI of QQQ (a fund of the Nasdaq‑100, big tech). RSI is a 0–100 gauge of how fast price moved. If RSI > 80 (very hot), it holds BIL (cash‑like T‑bills). If RSI < 30 (washed out), it holds QLD (2× QQQ). Otherwise it splits equally among XLP (consumer staples), XLU (utilities), XLV (health care), and TLT (long U.S. Treasuries).
CheckmarkValue prop
Out-of-sample edge: lower max drawdown (2.6% vs 5.1%), Calmar ~5, and 13.1% annualized return, with a risk-managed regime-switch core and opportunistic leverage—better downside protection and steadier risk-adjusted upside vs the S&P 500.

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Invest in this strategy
OOS Start Date
May 30, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum/rsi, defensive sectors, treasuries, leveraged etf, risk management, daily rebalancing
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.

"Defensive Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Defensive Portfolio" is currently allocated toTLT, XLP, XLUandXLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Defensive Portfolio" has returned 13.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Defensive Portfolio" is 2.60%. 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 "Defensive Portfolio", 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.