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Symphonies
Retail with Recession Condition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Retail-focused strategy that goes defensive in downtrends: 100% Walmart when the market’s 50-day average is below its 200-day average (using SPY). Otherwise it holds Walmart, Costco, and a small slice of Target. Rebalanced daily.
NutHow it works
Each day it checks the market’s trend using SPY (a fund that mirrors the S&P 500). It compares the average SPY price over the last 50 days to the average over the last 200 days. If the recent average is lower (downtrend), it holds only Walmart (defensive). Otherwise, it holds 61.64% Walmart, 34.91% Costco, and 3.45% Target.
CheckmarkValue prop
Defensive, trend-following retail strategy with ultra-low beta (~0.08). Out-of-sample Calmar ~2.14 and ~15.4% annualized return offer solid risk-adjusted gains with manageable drawdowns, delivering diversification and downside protection versus SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.680.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
2,595.19%10.71%4.91%1.39%0.64
Retail with Recession Condition
9,503.85%15.14%-0.87%4.61%0.72
Initial Investment
$10,000.00
Final Value
$960,385.41
Regulatory Fees
$224.17
Total Slippage
$852.58
Invest in this strategy
OOS Start Date
May 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, defensive equity, consumer retail, us large-cap, sector rotation
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
COST
Costco Wholesale Corp
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TGT
Target Corporation
Stocks
WMT
Walmart Inc. Common Stock
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.

"Retail with Recession Condition" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Retail with Recession Condition" is currently allocated toTGT, WMTandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Retail with Recession Condition" has returned 17.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Retail with Recession Condition" is 8.40%. 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 "Retail with Recession Condition", 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.