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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

In uptrends it holds a low‑vol mix of LLY/NVO/COST/GE, but if things look overheated it temporarily shifts to VIXY. In downtrends it buys deep tech dips with SOXL/TECL or rotates between high‑beta (SPHB) and defensive (BTAL), checking signals daily.
NutHow it works
Daily rules. Step 1: Is the S&P 500 (SPY) above its 200‑day average (a long‑term trend gauge)? If yes: if short‑term “heat” (10‑day RSI, 0–100) is very high on SPY/QQQ/XLK or broad sectors, park in VIXY (volatility hedge). Otherwise hold a calmer‑weighted mix of LLY, NVO, COST, GE. If SPY isn’t in an uptrend: buy sharp tech dips with SOXL or TECL (3x bull ETFs) when very oversold (RSI<30); else toggle between SPHB (high‑beta) and BTAL (defensive) using QQQ vs its 30‑day average and PSQ’s RSI (inverse QQQ).
CheckmarkValue prop
Out-of-sample edge: ~65% annualized return vs ~22% for SPY, Calmar ~2.25 vs ~1.18. Dynamic hedging plus a quality tilt aims for bigger upside with disciplined risk control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.640.580.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
653.72%15.01%-0.15%0.4%0.91
Just Run This FTLT | 2011-09-13
1,655,423.57%95.96%-0.62%13.26%2.07
Initial Investment
$10,000.00
Final Value
$165,552,357.10
Regulatory Fees
$306,643.39
Total Slippage
$2,185,592.06
Invest in this strategy
OOS Start Date
Apr 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend filter, mean reversion, volatility hedge, factor rotation, leveraged etfs, tech/semis tilt, 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 Shares
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 66.22%. 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.