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Symphonies
Just Run This FTLT | 2011-09-13
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based trend + momentum system: in uptrends, hedge with VIXY if markets look overheated, else hold a low‑vol mix of LLY/NVO/COST/GE. In downtrends, buy sharp tech/semis dips with SOXL/TECL or switch between SPHB (risk‑on) and BTAL (defensive).
NutHow it works
Step 1: Trend check. If the S&P 500 (SPY) is above its 200‑day average, we’re in “uptrend.” If below, “downtrend.” Uptrend: If short‑term “heat” (RSI‑10) looks very hot across major indexes/sectors, buy VIXY (a volatility hedge). If not hot, hold LLY, NVO, COST, GE sized by recent stability (inverse‑vol). Downtrend: Buy deep tech/semis dips (SOXL/TECL) if RSI<30; otherwise toggle risk‑on (SPHB) vs defensive (BTAL) using QQQ’s 30‑day trend and PSQ’s RSI.
CheckmarkValue prop
Out-of-sample, this rules-based strategy delivers ~50% annualized return vs SPY’s ~22%, with Calmar ~1.74 and a volatility hedge to tame hot markets. Higher upside comes with higher drawdown risk (~28.8%), but offers stronger risk-adjusted potential.

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Invest in this strategy
OOS Start Date
Apr 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, risk-on/risk-off, rsi-based signals, volatility hedge, sector rotation, leveraged etfs, inverse-vol weighting, daily rebalance
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
GE
GE Aerospace
Stocks
IYY
iShares Dow Jones U.S. ETF
Stocks
LLY
Eli Lilly & Co.
Stocks
NVO
Novo-Nordisk A/S
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXX
iShares Semiconductor 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.

"Just Run This FTLT | 2011-09-13" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Just Run This FTLT | 2011-09-13" is currently allocated toNVO, GE, LLYandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Just Run This FTLT | 2011-09-13" has returned 50.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Just Run This FTLT | 2011-09-13" is 28.77%. 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 Run This FTLT | 2011-09-13", 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.