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Symphonies
Safe Dips/Rips l 10 Jan 2011
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based “buy the dip, sit out rips” plan. It watches short‑term heat on tech/market indexes. When overheated, it mostly holds cash with a small VIXM hedge; when deeply oversold, it goes 100% into leveraged rebound plays; otherwise it parks in T‑bills.
NutHow it works
It uses a 10‑day “heat gauge” (RSI: a 0–100 score of how hot/cold recent moves are). QQQ/XLK/VOOG/SPY act as thermometers. - Very hot (RSI high): keep most in cash; sometimes put ~15% in a mild volatility hedge (VIXM). - Very cold (RSI low): go 100% into rebound plays (TECL, or SPXL/SVXY). - Otherwise: sit in T‑bills (BIL)/short‑term bonds (BSV).
CheckmarkValue prop
Out-of-sample edge: 35.6% annualized vs 23% for the S&P; Sharpe ~1.13; Calmar ~1.51; beta ~0.90. Rules-based dip-and-rebound: cash in hot markets, leveraged rebound bets on deep dips, T-bill safety.

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Invest in this strategy
OOS Start Date
May 30, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, mean-reversion, volatility hedging, leveraged etfs, risk-on/risk-off, cash-like parking
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"Safe Dips/Rips l 10 Jan 2011" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Safe Dips/Rips l 10 Jan 2011" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Safe Dips/Rips l 10 Jan 2011" has returned 35.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Safe Dips/Rips l 10 Jan 2011" is 23.50%. 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 "Safe Dips/Rips l 10 Jan 2011", 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.