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Symphonies
Just Run This FTLT | Every Large Cap
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily trend-first plan: blue-chip low‑vol basket in uptrends, but switch to VIXY when markets look overheated; in downtrends, hunt oversold tech/semis bounces with SOXL/TECL, else rotate to a defensive market‑neutral ETF (BTAL).
NutHow it works
Each day: If the S&P 500 is in a long‑term uptrend (price above its 200‑day average), hold a low‑volatility basket of 12 mega‑caps (overweight Eli Lilly) unless short‑term “heat” (10‑day RSI) in SPY/QQQ/tech/value is extreme—then buy VIXY, a volatility fund that rises when stocks wobble. If not in an uptrend: try oversold bounces with SOXL or TECL (3× semis/tech) when RSI < 30; else if price is stabilizing (above 30‑day avg) use the basket; otherwise hold BTAL, a defensive market‑neutral fund.
CheckmarkValue prop
Out-of-sample edge: annualized return 53.8% vs 20.9% for SPY; Calmar 1.94 vs ~1.1, with larger drawdowns (27.7% vs 18.8%). Dynamic trend hedging and volatility hedges aim for higher long-run, risk-adjusted gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.550.510.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
660.9%15.23%2.19%5.01%0.92
Just Run This FTLT | Every Large Cap
399,423.84%78.46%0.9%3.52%1.89
Initial Investment
$10,000.00
Final Value
$39,952,383.84
Regulatory Fees
$79,656.93
Total Slippage
$560,272.75
Invest in this strategy
OOS Start Date
Apr 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, mean reversion, volatility hedge, large-cap, sector rotation, leveraged etfs, defensive
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
HD
Home Depot, Inc.
Stocks
IYY
iShares Dow Jones U.S. ETF
Stocks
JNJ
Johnson & Johnson
Stocks
JPM
JPMorgan Chase & Co.
Stocks
LLY
Eli Lilly & Co.
Stocks
MA
Mastercard Incorporated
Stocks
MRK
Merck & Co., Inc.
Stocks
NVO
Novo-Nordisk A/S
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 | Every Large Cap" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Just Run This FTLT | Every Large Cap" is currently allocated toVIXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Just Run This FTLT | Every Large Cap" has returned 53.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Just Run This FTLT | Every Large Cap" is 27.70%. 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 | Every Large Cap", 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.