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Symphonies
Safe D/R
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A defensive, rules‑based strategy: default to T‑bills; add a volatility hedge when indexes look overheated; only buy 3× tech/S&P on deep selloffs; sometimes use short‑vol on rebounds. Signals update daily from QQQ, XLK, VOOG, and SPY.
NutHow it works
Daily it checks a 10‑day “heat score” (RSI, 0–100) on four market barometers: QQQ (big tech), XLK (tech sector), VOOG (S&P growth), SPY (S&P 500). If they’re very hot, it parks slices in a fear hedge (VIXM, which can rise when volatility spikes) or stays in cash. If they’re very weak, it buys the dip with 3× bull ETFs (TECL or SPXL) or, if fear is fading, SVXY. Otherwise it sits in T‑bills (BIL) or short‑term bonds (BSV). Rebalanced daily.
CheckmarkValue prop
Out-of-sample annualized return: 34.55% vs SPY’s 22.21%; Calmar ~1.47. A defensive, rules-based strategy that hedges volatility and tactically buys dips with 3x tech/S&P exposure, offering higher upside with built-in risk controls.

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Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Rsi-based, tactical allocation, defensive, volatility hedge, leveraged etfs, tech/growth tilt, daily rebalance, t-bills/cash
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
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.

"Safe D/R" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Safe D/R" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Safe D/R" has returned 39.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Safe D/R" 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 D/R", 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.