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Symphonies
Simplified Base 2 - MSFO
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it holds MSFO (an option‑income fund tied to Microsoft) unless short‑term market gauges look overheated. Overheated signals switch it to cash‑like T‑Bills or a defensive anti‑beta fund (BTAL). A crash plus sharp bounce also triggers defense.
NutHow it works
Each day it checks a short‑term “heat” score (10‑day RSI) on many market and sector funds. If any look too hot, it moves defensive: cash‑like T‑Bills (BIL) or BTAL (long steadier stocks, short riskier ones). Otherwise it holds MSFO. After a sharp drop and big snapback, it also goes defensive.
CheckmarkValue prop
Out-of-sample tested: MSFO income with defensive hedges (BTAL/T-Bills). Drawdowns ~17.8% vs S&P ~18.8%; Calmar ~1.03. Steadier, risk-adjusted returns with crash protection—better downside control than the S&P 500.

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Invest in this strategy
OOS Start Date
Dec 26, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum filter,risk management,option income,defensive hedging
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.

"Simplified Base 2 - MSFO" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simplified Base 2 - MSFO" is currently allocated toMSFO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simplified Base 2 - MSFO" has returned 18.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simplified Base 2 - MSFO" is 17.83%. 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 "Simplified Base 2 - MSFO", 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.