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Symphonies
FTLT | 1999-06-28
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily tactical plan that rotates among QQQ, Berkshire (or a cash‑like stand‑in), and defensive sector funds. It owns QQQ in healthy uptrends, hides in Berkshire in weak markets, and shifts to staples/healthcare or buys brief dips when momentum changes.
NutHow it works
Each day it decides among: QQQ (Nasdaq‑100), Berkshire Hathaway (BRK/A; think “defensive/cash‑like”), or a mix of Consumer Staples (XLP) and Healthcare (XLV). It uses simple signals: “hot/cold” scores (RSI: high=hot, low=cold), price vs its recent average, and short‑term drops. - In uptrends it prefers QQQ unless momentum weakens, then shifts to XLP/XLV. - In downtrends it mostly sits in Berkshire, buying brief dips in QQQ or using XLP/XLV when safer. When markets look overheated, it parks in Berkshire.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns and lower drawdowns vs the S&P 500: Sharpe ≈1.73 vs 1.05, annualized ≈35% vs 18%, and max drawdown ≈12.4% vs 18.8%. It tactically rotates to grow and protect.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.180.760.530.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
723.28%8.22%-0.15%0.4%0.51
FTLT | 1999-06-28
45,465.11%25.77%-0.96%-1.89%1.24
Initial Investment
$10,000.00
Final Value
$4,556,510.68
Regulatory Fees
$24,931.92
Total Slippage
$172,955.60
Invest in this strategy
OOS Start Date
Aug 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, trend following, mean reversion, defensive tilt, sector rotation, etf rotation
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BRK/A
Berkshire Hathaway Inc.
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLV
State Street Health Care Select Sector SPDR 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.

"FTLT | 1999-06-28" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"FTLT | 1999-06-28" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "FTLT | 1999-06-28" has returned 29.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "FTLT | 1999-06-28" is 12.39%. 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 "FTLT | 1999-06-28", 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.