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Symphonies
🧪 BlackSwan Portfolio | Cashen Mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily plan: sit in T‑Bills unless short‑term Treasuries have risen recently. When “on,” hold 3x Nasdaq‑100 and 3x S&P 500 50/50—except after a huge Nasdaq up day, when it flips to 3x inverse Nasdaq to fade the spike.
NutHow it works
Each day: 1) If SHY (1–3yr US Treasuries) has risen over the last 5 trading days, take risk; otherwise park in BIL (1–3mo T‑Bills). 2) When risk‑on: if QQQ’s last‑day move was under +3%, buy TQQQ (3x Nasdaq‑100) and UPRO (3x S&P 500) 50/50. If QQQ jumped ≥ +3%, buy SQQQ (3x inverse Nasdaq‑100). Rebalance daily.
CheckmarkValue prop
Out-of-sample: ~59% annualized return vs ~22% S&P, Calmar ~1.08, Sharpe ~1.30. Uses risk-off cash and 3x leveraged exposure to pursue outsized growth; note potential drawdowns near ~55% in adverse markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.241.820.480.69
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
726.91%14.06%-1.77%0.2%0.85
🧪 BlackSwan Portfolio | Cashen Mod
68,099.1%50.11%2.08%4.81%1.12
Initial Investment
$10,000.00
Final Value
$6,819,909.58
Regulatory Fees
$26,488.97
Total Slippage
$172,113.26
Invest in this strategy
OOS Start Date
Apr 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Daily tactical, trend filter, leveraged etfs, risk switch, cash/t‑bills, mean reversion, momentum
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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.

"🧪 BlackSwan Portfolio | Cashen Mod" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"🧪 BlackSwan Portfolio | Cashen Mod" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "🧪 BlackSwan Portfolio | Cashen Mod" has returned 51.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "🧪 BlackSwan Portfolio | Cashen Mod" is 54.96%. 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 "🧪 BlackSwan Portfolio | Cashen Mod", 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.