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Vox's Cockroach Portfolio - Short BT/Live Run
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based “cockroach” portfolio. Leans into tech and stock indexes when trends are strong, flips to Treasuries, short-tech, or volatility when markets overheat or fall, and adds commodities in inflation. Includes bond/income and cash/Bitcoin sleeves; high risk.
NutHow it works
Three modes: Offense, Defense, Inflation. It reads simple price cues: trend (price above a recent average) and hot/cold (RSI: many up vs down days). If stocks trend up, it rides tech-heavy funds (often 3x). If prices overheat or drop fast, it shifts to hedges: Treasuries (TMF/TLT/EDV), short tech (SQQQ/TECS) or volatility (UVXY). When commodities trend, it holds energy/oil/gas, metals, and agriculture. It also keeps bond/income funds and a small cash/Bitcoin slice.
CheckmarkValue prop
Out-of-sample, this strategy offers higher risk-adjusted return (Sharpe 1.66 vs 0.95), lower max drawdown (14.2% vs 18.8%), and higher annualized return (31.6% vs 17.6%), with beta ~0.70 and Calmar ~2.22—more resilience, bigger upside.

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Invest in this strategy
OOS Start Date
Jan 3, 2025
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical multi-asset, trend-following, mean-reversion, volatility hedging, leveraged etfs, commodities, bonds, income
Tickers in this symphonyThis symphony trades 134 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AGQ
ProShares Ultra Silver
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BILS
State Street SPDR Bloomberg 3-12 Month T-Bill ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BLV
Vanguard Long-Term Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BNDI
NEOS Enhanced Income Aggregate Bond 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 toTYD, IEF, SCO, VCIT, XLV, CSHI, KOLD, BSV, MBB, TMF, BLV, GLTR, DBA, BITO, SCHR, CANE, SIVR, MUB, USO, PCY, UUP, NVDA, SLX, HYG, TLH, SHY, MUNI, REMX, SHYD, SUB, LQD, SPYI, PPLT, CPER, DBO, UGL, STIP, BTAL, VTEB, SPTI, SPTL, UBT, SHV, AAPL, BILS, VCSH, AMZN, EMB, GLL, SLV, TSLA, SOYB, TFI, XLU, SGOV, AMD, GLD, CEFS, BOIL, TLT, UVXY, UCO, SPIB, TSM, SCHD, MSFT, BIL, FAAR, PALL, EBND, BNDI, XLP, HYD, BNDandSGOL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 14.23%. 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, crypto, and options.