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

About

A daily defensive/reactive plan: use RSI on major stock funds as a thermometer—if overheated, hold mostly cash with a small VIX hedge; if washed‑out, rotate into leveraged tech/broad‑market or short‑vol; otherwise sit in T‑bills.
NutHow it works
Each day it checks a 10‑day RSI (a 0–100 score of recent price strength: high=overheated, low=washed‑out) on QQQ, XLK, VOOG, SPY (big US tech/growth/broad stock funds). If overheated, it keeps most in cash and puts ~15% into VIX hedges (UVXY/VIXY/VIXM rise when fear jumps, scaled by how hot). If deeply oversold, it goes risk‑on with TECL/SPXL or short‑vol SVXY. Otherwise it sits in T‑bills (BIL) or short bonds (BSV). Rebalances daily.
CheckmarkValue prop
Out-of-sample annualized return: ~37% vs SPY ~23%, with a Calmar ~1.58. Higher upside potential guided by disciplined RSI signals and hedges, delivering stronger long-run growth while managing risk versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.380.290.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
617.31%14.99%1.36%5.73%0.91
Safe D/R
23,786.35%47.44%0.33%5.41%1.45
Initial Investment
$10,000.00
Final Value
$2,388,635.13
Regulatory Fees
$6,783.92
Total Slippage
$43,392.35
Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,volatility hedge,leveraged etfs,momentum/mean reversion,cash/t-bills,us large-cap tech/growth
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 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 37.15%. 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, crypto, and options.