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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

A daily, rules-based plan: use a long‑term trend filter, hedge with volatility when markets get too hot, buy aggressive tech/semis rebounds when very oversold, otherwise sit in a defensive fund or a steady large‑cap basket (overweight LLY).
NutHow it works
Daily check 1: Is SPY above its 200‑day average? If yes, and any major index/sector looks “too hot” on a 10‑day momentum score (RSI ≈ ≥79‑80), buy VIXY (a volatility hedge). If not hot, hold a diversified large‑cap basket, overweight LLY, sized by steadiness. If SPY is below its 200‑day average: if semis or tech look “washed out” (RSI ≤30), buy 3x rebound plays (SOXL/TECL). If SPY regains its 30‑day average, use the basket. If still weak, hold BTAL (defensive).
CheckmarkValue prop
Out-of-sample, this strategy targets roughly 53% annualized return vs SPY’s 21%, backed by a Calmar ~1.9 and built-in hedging and regime filters. More upside with disciplined risk, though drawdowns can be larger in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.560.490.060.25
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 | Every Large Cap
437,834.3%78.72%0.76%12.22%1.88
Initial Investment
$10,000.00
Final Value
$43,793,429.79
Regulatory Fees
$85,669.67
Total Slippage
$603,167.65
Invest in this strategy
OOS Start Date
Apr 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend filter, rsi extremes, volatility hedge, large-cap quality core, leveraged etfs, market-neutral 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 toMRK, NVO, JNJ, LLY, MA, UNH, V, JPM, HD, PG, WMTandCOST. 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 57.12%. 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, and options.