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Symphonies
Just (Front)Run This
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily it gauges short‑term market heat. When extreme, it buys VIX‑linked fear funds (VIXY up to UVXY). If only retail is hot, it parks in BTAL + T‑bills. Otherwise it holds LLY, NVO, COST, plus PGR or GE.
NutHow it works
Each day it checks a 10‑day “heat” score (RSI) for the market and key sectors. If heat is very high (prices look stretched), it buys fear funds tied to the VIX (UVXY, VIXY, VIXM), scaling from mild to aggressive. If only retail is hot, it goes defensive (BTAL + T‑bills). If nothing is hot, it holds Eli Lilly (40%), Novo Nordisk, Costco, and either Progressive or GE, favoring the calmer names.
CheckmarkValue prop
Volatility-aware, regime-switching strategy that lowers beta (~0.63) and adds diversification beyond the S&P. Out-of-sample: ~11% annual return, ~0.61 Sharpe, Calmar ~0.57, max drawdown ~19%. A volatility-hedging satellite for the core portfolio.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.50.110.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
690.81%15.5%1.75%5.97%0.94
Just (Front)Run This
95,894.96%61.37%-4.24%-0.46%2.06
Initial Investment
$10,000.00
Final Value
$9,599,496.39
Regulatory Fees
$22,901.22
Total Slippage
$158,431.13
Invest in this strategy
OOS Start Date
Jul 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility timing, rsi contrarian, daily rebalanced, vix etfs, defensive rotation, concentrated quality stocks
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
GE
GE Aerospace
Stocks
IOO
iShares Global 100 ETF
Stocks
LLY
Eli Lilly & Co.
Stocks
NVO
Novo-Nordisk A/S
Stocks
PGR
Progressive Corporation
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RETL
Direxion Daily Retail Bull 3X Shares
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.

"Just (Front)Run This" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Just (Front)Run This" is currently allocated toNVO, GE, LLYandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Just (Front)Run This" has returned 8.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Just (Front)Run This" is 19.06%. 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 "Just (Front)Run This", 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.