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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
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based switcher: it rotates between a value/dividend/small‑cap stock basket, a gold+bonds shield, or a volatility spike hedge (UVXY), guided by market trend, hot/cold readings (RSI), and a T‑bill “canary” (BIL) to flip offense vs. defense.
NutHow it works
It switches among three modes using simple signals. Trend: is the S&P 500 above its 200‑day average? Heat/fear: an RSI “hot/cold” meter (0–100). Canary: if 1‑yr return on T‑bill fund BIL is high, play defense. Offense = 4 stock funds tilted to quality/value dividends and small companies (SPGP, SCHD, SYLD, RWJ). Defense = gold (SGOL) + bonds (TIP or FLTR). Briefly buy UVXY (jumps when fear rises) when heat/fear rules trigger.
CheckmarkValue prop
OOS, this strategy beats the S&P on risk-adjusted returns: Sharpe ~1.72 vs ~1.53, annualized return ~25.7% vs ~24.6%, max drawdown ~17.95% vs ~18.76%, with positive alpha (~0.23%) and Calmar ~1.43.

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Invest in this strategy
OOS Start Date
Mar 13, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, volatility hedge, risk-managed equities, value/dividend tilt
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 ETF
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 23.83%. 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, and options.