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Symphonies
developing: low beta low stdev
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based portfolio that steps into T‑Bills and a VIX hedge when tech looks overheated, otherwise uses the S&P 500 trend to choose a defensive or growth mix, sizing positions by recent volatility to keep risk steadier.
NutHow it works
1) If VGT’s 10‑day RSI (0–100 “speed of gains”; >78 = very hot) is above 78, go defensive: ~66% BIL (T‑Bills) + ~34% VIXY (a crash hedge). 2) Otherwise, check SPY vs its 112‑day average (trend). If below: hold defensive funds (VHT, VDC, GLD, UUP) sized toward the least volatile. If above: hold a growth mix (UUP, VGT, VHT, VCR, VGK, XLK), sized the same way. Rebalanced daily.
CheckmarkValue prop
Out-of-sample Sharpe 1.09 vs 0.88; drawdown ~8% vs ~19%; Calmar ~1.20 vs ~0.93; beta ~0.33. Superior risk-adjusted return with smoother declines and crash protection, while still capturing upside moves.

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Invest in this strategy
OOS Start Date
Feb 9, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, regime switching, rsi, moving-average trend, inverse-volatility weighting, multi-asset, defensive overlay, volatility hedge
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.

"developing: low beta low stdev" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"developing: low beta low stdev" is currently allocated toVGK, UUP, VHT, VCR, VGTandXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "developing: low beta low stdev" has returned 9.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "developing: low beta low stdev" is 7.99%. 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 "developing: low beta low stdev", 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.