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Symphonies
Safety First Sort WM74
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, safety‑first, tech‑tilted strategy: ride uptrends with 3× Nasdaq/tech, but when conditions get hot or weaken, shift to T‑bills or hedges (inverse/volatility). Uses long‑term trend and bond/stock strength, and follows the best recent sub‑model.
NutHow it works
Each day it checks if the market is in an uptrend (S&P 500 above its 200‑day average). If yes, it rides tech strength with 3× funds tied to the Nasdaq/tech/semis (TQQQ, TECL, SOXL). If prices look overheated or turn down, it quickly parks in T‑bills (BIL) or hedges with “inverse” funds (SQQQ, SPXS) or volatility funds (VIXY/UVXY). It also compares bonds to stocks to cut risk sooner. Among several rule‑sets, it follows the one that performed best over the last week.
CheckmarkValue prop
Dynamic, safety-first strategy aims for ~15.4% annualized out-of-sample returns with Calmar ~0.35, by riding tech during uptrends and quickly shifting to T-bills/hedges when heat or risk spikes. A capital-protective, adaptable alternative to the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.61.020.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
679.56%15.16%1.36%13.5%0.93
Safety First Sort WM74
1,369,367.47%92.43%-33.62%-20.7%1.62
Initial Investment
$10,000.00
Final Value
$136,946,746.90
Regulatory Fees
$627,974.22
Total Slippage
$6,013,093.14
Invest in this strategy
OOS Start Date
Aug 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, regime switching, trend + mean reversion, leveraged etfs, volatility hedging, daily rebalancing
Tickers in this symphonyThis symphony trades 30 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCO
ProShares UltraShort Bloomberg Crude Oil
Stocks
SH
ProShares Short S&P500
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.

"Safety First Sort WM74" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Safety First Sort WM74" is currently allocated toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Safety First Sort WM74" has returned 15.37%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Safety First Sort WM74" is 43.47%. 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 "Safety First Sort WM74", 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.