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Symphonies
Tech vs Utilities | Managed Risk
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches between a high‑octane trio of 3x US stock funds and a defensive mix of Treasuries, Utilities, Gold, Dollar, and Staples, using Tech vs Utilities strength, market volatility, and a short‑term “too hot” check.
NutHow it works
It flips between “risk on” and “risk off.” RSI here is a simple heat score (0–100) of recent price moves. Risk off if any of these are true: (1) Big Tech (XLK) is weaker than Utilities (XLU); (2) the S&P 500’s recent swings are very large; (3) a 3x Nasdaq fund (TQQQ) looks too hot vs short‑term Treasuries (SHY). Else risk on: equal weight 3x Nasdaq/S&P/Dow (TQQQ/UPRO/UDOW). Risk off holds Treasuries (TLT/IEF/SHY), Utilities (XLU), Gold (GLD), Dollar (UUP), Staples (XLP).
CheckmarkValue prop
Dynamic, rules-based rotation between leveraged US equities and a defensive mix delivers out-of-sample annualized returns ~46.4% vs SPY ~23.1%, Sharpe ~1.82 vs 1.44, Calmar ~2.22, and beta ~0.78—stronger risk-adjusted growth with downside control.

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Invest in this strategy
OOS Start Date
Jan 4, 2023
Trading Setting
Threshold 25%
Type
Stocks
Category
Tactical allocation, risk-managed rotation, sector rotation, leveraged etfs, bonds, gold, dollar, defensive
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UDOW
ProShares UltraPro Dow 30
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
XLK
State Street Technology Select Sector SPDR 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.

"Tech vs Utilities | Managed Risk" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tech vs Utilities | Managed Risk" is currently allocated toUUP, SHY, XLU, GLD, TLTandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tech vs Utilities | Managed Risk" has returned 42.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tech vs Utilities | Managed Risk" is 20.89%. 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 | Managed Risk", 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.