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Symphonies
Tech vs Utilities | 2011-11-17
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, risk‑managed rotation. It dials exposure between defensive hedges and tech‑centric growth based on overbought/volatility signals and a 6‑month Tech vs Utilities strength check, using low‑volatility anchors plus a slice of leveraged Nasdaq when conditions allow.
NutHow it works
It’s a daily system with safety nets. First, if markets look overheated, it moves into hedges (VIXY = volatility futures; plus defensive funds like USMV/BTAL/EUM). If not, and vol is spiking, it uses a special high‑vol plan. Otherwise, it compares 6‑month strength of Tech (IYW) vs Utilities (IDU). If Tech is stronger, it holds mostly a low‑vol stock fund (USMV/BGX) plus a slice of leveraged Nasdaq (TQQQ). If Utilities lead, it uses a milder version (QLD). If risk flags, it flips to PSQ (short Nasdaq). RSI here is a simple “hot/cold” score.
CheckmarkValue prop
Dynamic, risk-managed rotation capturing tech upside while hedging spikes. OOS: 12.55% annualized return, Calmar 0.59 (risk-adjusted), beta 0.97. Lower market exposure with drawdown protection vs a pure S&P ride.

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Invest in this strategy
OOS Start Date
Oct 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, regime-switching, momentum (rsi), sector rotation, volatility hedging, leveraged/inverse etfs
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.

"Tech vs Utilities | 2011-11-17" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tech vs Utilities | 2011-11-17" is currently allocated toBGXandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tech vs Utilities | 2011-11-17" has returned 12.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tech vs Utilities | 2011-11-17" is 21.17%. 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 "Tech vs Utilities | 2011-11-17", 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.