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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

Defend on rips, pounce on dips: when stocks look very hot, add a small VIX hedge; when deeply cold, take a short‑term leveraged rebound bet (or short vol); otherwise sit in T‑bills.
NutHow it works
It uses a quick 0–100 “heat” score (RSI) on big U.S. stock gauges—QQQ (Nasdaq‑100), XLK (Tech), VOOG (S&P Growth), SPY (S&P 500). If they look very hot, it adds a small volatility bet (UVXY/VIXM) expecting a pullback. If they’re very cold, it makes a short‑term high‑octane bet (TECL/SPXL) or, if momentum favors it, SVIX. If nothing is extreme, it sits in cash‑like ETFs (BSV/BIL).
CheckmarkValue prop
Out-of-sample: ~24% annualized return vs SPY ~18.6%; Calmar ~1.02. The strategy uses regime-based hedges and momentum bets to pursue higher long-run growth than the S&P, with some larger drawdowns.

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Invest in this strategy
OOS Start Date
Jun 13, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, contrarian, volatility hedging, leveraged etfs, risk-on/risk-off, cash fallback
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 23.99%. 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.