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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

Owns Walmart, Costco, and a little Target. If the broad market looks weak by a simple average‑price test on the S&P 500, it shifts to all Walmart; otherwise it keeps a fixed Walmart‑heavy retail mix. Rebalances daily.
NutHow it works
Each day it checks the overall market (the S&P 500 via SPY) by comparing the recent 50‑day average price to the 200‑day average. If the short‑term average is below the long‑term one (market looks weak), it holds 100% Walmart. Otherwise it holds ~61.6% Walmart, ~34.9% Costco, ~3.5% Target. Rebalances daily.
CheckmarkValue prop
Defensive, trend-driven retail strategy: pivots to Walmart in weak markets, and to Walmart/Costco/Target in strength. Out-of-sample: ~15.36% annualized return, Calmar 2.14, low beta (~0.08) for diversification vs the S&P 500.
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
2,515.39%10.64%0.54%-0.34%0.63
Retail with Recession Condition
9,404.46%15.16%-1.64%9.2%0.72
Initial Investment
$10,000.00
Final Value
$950,445.82
Regulatory Fees
$222.12
Total Slippage
$840.92
Invest in this strategy
OOS Start Date
May 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, us retail, trend filter, tactical, consumer staples/discretionary, concentrated, daily rebalance
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 23.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Retail with Recession Condition" is 7.18%. 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.