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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

Trend‑aware daily plan: In uptrends, own a steady LLY/NVO/COST/GE mix unless markets run too hot—then hedge with VIXY. In downtrends, buy deep tech/semis dips with 3× funds; otherwise switch between high‑beta (SPHB) and defensive (BTAL) via short‑term signals.
NutHow it works
Daily playbook: 1) Is SPY above its 200‑day average (long‑term uptrend)? If yes, and a 10‑day RSI (0–100 heat gauge) says markets are very hot, hold VIXY (volatility hedge); else hold a steadier mix of LLY/NVO/COST/GE (more weight to calmer stocks). 2) If SPY is below the 200‑day, buy deep dips in semis/tech with SOXL/TECL when RSI < 30; otherwise flip between SPHB (risk‑on) and BTAL (defensive) using QQQ’s 30‑day trend and PSQ’s RSI.
CheckmarkValue prop
Out-of-sample annualized return ~66% vs SPY ~23%, with Calmar ~2.29 signaling strong risk-adjusted gains. Drawdowns are larger (~28.8% vs 18.8%), but the big upside and alpha offer a compelling long-term edge over the S&P 500.

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Invest in this strategy
OOS Start Date
Apr 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend following,tactical rotation,rsi signals,volatility hedge,leveraged etfs,sector rotation,risk-on/risk-off
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.

"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 65.85%. 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, crypto, and options.