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Symphonies
Quality Pop Bots - 5% threshold edition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Buys quality large caps on dips or in uptrends, parks unused slices in T‑bills, and flips to 50% volatility hedge + 50% T‑bills if the market looks overheated. Uses bond strength as a timing filter. 5% drift threshold for trades.
NutHow it works
Three modes: 1) If a short‑term “heat” reading says the market is very hot, it shifts to a crash setup: 50% in a fear‑spike fund (UVXY) and 50% in T‑bills (BIL). 2) Otherwise it scans many strong companies and buys about 10 that just dipped or are trending up—but only if bond signals look friendly; if not, it parks that slice in T‑bills. Trades when weights drift ~5%. RSI here is a heat meter: near 80 = very hot; near 30 = very cold.
CheckmarkValue prop
Out-of-sample return ~19.1% vs 18.2%; drawdown ~12.1% vs 18.8%; Sharpe ~1.06; beta ~0.65. Dip-buying quality large-caps with T-bill hedges gives higher upside with less downside than the S&P 500.

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Invest in this strategy
OOS Start Date
Jun 13, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical dip-buying, momentum-timing, volatility hedge, large-cap equities, bonds as signals, t-bills parking
Tickers in this symphonyThis symphony trades 56 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
ADP
Automatic Data Processing
Stocks
AMAT
Applied Materials Inc
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
ANET
Arista Networks
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
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.

"Quality Pop Bots - 5% threshold edition" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Quality Pop Bots - 5% threshold edition" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Quality Pop Bots - 5% threshold edition" has returned 16.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Quality Pop Bots - 5% threshold edition" is 12.10%. 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 "Quality Pop Bots - 5% threshold edition", 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.