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Symphonies
BLACK SWAN CATCHER + BIL CANARY + EQUITY (BACKTESTS TO 5/14/2013) 37246.1% CUMULATIVE/82.8% ANNUAL/21.8% DRAWDOWN
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based rotation among a value-tilted stock mix, a gold/bond defense, and a short-term volatility hedge (UVXY). Uses a 200‑day trend filter, RSI “overheated” readings, and BIL’s 1‑yr return as a canary to reduce large drawdowns.
NutHow it works
Trend: S&P 500 above its 200‑day average = risk‑on; below = risk‑off. Crash hedge: if RSI (a “hot/cold” meter) is very high on TQQQ/SPXL, or UVXY’s own heat is 74–84, buy UVXY briefly. Canary: if BIL’s 1‑yr return ≥1.75%, hold Defense (≈70% SGOL gold + TIP or FLTR bonds); else hold Offense (SPGP, SCHD, SYLD, RWJ—value/dividend/small‑cap).
CheckmarkValue prop
Out-of-sample edge: annualized return ~25.7% vs S&P 24.6%; Sharpe ~1.72 vs 1.53; max drawdown ~17.95% vs 18.76%; beta ~0.055; Calmar ~1.43. Higher risk-adjusted growth and slightly better downside control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.6-0.170.01-0.08
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
421.22%13.87%-0.17%3.34%0.85
BLACK SWAN CATCHER + BIL CANARY + EQUITY (BACKTESTS TO 5/14/2013) 37246.1% CUMULATIVE/82.8% ANNUAL/21.8% DRAWDOWN
76,134.12%68.53%5.43%12.35%1.58
Initial Investment
$10,000.00
Final Value
$7,623,412.24
Regulatory Fees
$3,929.62
Total Slippage
$26,511.29
Invest in this strategy
OOS Start Date
Mar 13, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend filter, crash hedge (uvxy), cash canary (bil), value/dividend equities, small caps, gold, tips or floating-rate bonds, rsi signals
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FLTR
VanEck IG Floating Rate ETF
Stocks
RWJ
Invesco S&P SmallCap 600 Revenue ETF
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SGOL
abrdn Physical Gold Shares ETF
Stocks
SPGP
Invesco S&P 500 GARP ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SYLD
Cambria Shareholder Yield ETF
Stocks
TIP
iShares TIPS 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 toTIPandSGOL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.95%. 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.