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Symphonies
Super Safety 5d Max DD Sort WM74
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A safety‑first, daily strategy that flips between cash‑like T‑bills/hedges and high‑octane tech/semiconductor funds using simple gauges (fear, trend, bond signals). It aims to cap losses in turmoil and still join big rallies when conditions improve.
NutHow it works
Each day it reads simple “gauges” on markets: fear (VIX), trend (moving averages), speed/heat (RSI), recent drawdowns, and bond/credit and U.S. dollar signals. If fear is high or bonds look weak, it goes defensive (T‑bills, dollar, gold, shorts, market‑neutral funds). If trends are healthy and calm, it goes on offense (mainly tech/semiconductors, often leveraged). It favors picks that held up best in the last few days.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.58 vs SPY 0.89; annualized return ~24% vs 16%; max drawdown ~6% vs ~19%; Calmar ~3.9. A defensive-offense mix targeting higher risk-adjusted growth with far smaller drawdowns than the S&P 500.

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Invest in this strategy
OOS Start Date
Nov 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, defensive, crash-protection, trend-following, mean-reversion, volatility-hedged, leveraged etfs, tactical allocation
Tickers in this symphonyThis symphony trades 146 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
ANGL
VanEck Fallen Angel High Yield Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BKLN
Invesco Senior Loan 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
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare Bull 3X 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.

"Super Safety 5d Max DD Sort WM74" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Super Safety 5d Max DD Sort WM74" is currently allocated toSJB, BTAL, SHV, SH, PDBC, SQQQ, TZA, BND, SDYandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Super Safety 5d Max DD Sort WM74" has returned 20.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Super Safety 5d Max DD Sort WM74" is 6.18%. 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 "Super Safety 5d Max DD 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.