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Symphonies
Valiant VGT (2024-11-02) mod by Claude | BT Sep 27, 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Buys big U.S. tech (VGT) on deep dips. When markets run hot, it shifts to hedges (VIXY plus defensive EUM/BTAL). In unclear/downtrends it parks in T‑bills or uses a mild short (PSQ). Driven by a short‑term 0–100 “heat” gauge (RSI) and trend filters.
NutHow it works
Goal: own big U.S. tech (VGT) only when markets look washed‑out; otherwise stay hedged/safe. It uses a short‑term “heat gauge” (RSI: 0–100; high=hot, low=cold) on major indexes/sectors. - Very hot: blend VIXY (spikes when fear rises) with defensive EUM/BTAL. - Very cold: buy VGT. - In‑between: trend checks pick VGT, cash‑like T‑bills (BIL), or a mild short (PSQ). Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy delivers tech upside with hedges: ~22.32% annualized return vs ~19.78% S&P, lower beta (~0.68), Calmar ~0.93, and volatility hedges for diversification. Expect drawdowns near ~24% in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.410.360.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
722.94%15.42%1.36%13.5%0.94
Valiant VGT (2024-11-02) mod by Claude | BT Sep 27, 2011
68,519.53%55.97%19.77%48.65%2.3
Initial Investment
$10,000.00
Final Value
$6,861,953.06
Regulatory Fees
$17,322.78
Total Slippage
$149,195.95
Invest in this strategy
OOS Start Date
Nov 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, tech-focused, volatility hedge, defensive rotation, mean reversion, trend following, etfs, daily rebalance
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EUM
ProShares Trust Short MSCI Emerging Markets
Stocks
IOO
iShares Global 100 ETF
Stocks
MGC
Vanguard Mega Cap 300 Index ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHX
Schwab U.S. Large- Cap 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.88%. 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 the symphony, 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.