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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

Rides stock uptrends, shifts to gold and safer bonds when cash yields are high, and briefly buys UVXY during volatility spikes. Core stock sleeve favors value, quality, and small caps over mega‑cap growth. Backtest only; not a guarantee.
NutHow it works
1) Trend check: If SPY is above its 200‑day average, it’s risk‑on; otherwise risk‑off. 2) Crash watch: If short‑term “heat” is extreme (TQQQ/SPXL very hot or UVXY heating up), temporarily move 100% to UVXY. 3) If no crash signal: Use BIL’s 1‑yr return. If ≥1.75%, go Defensive (70% gold + TIPS/FLTR); else go Offensive (SPGP, SCHD, SYLD, RWJ).
CheckmarkValue prop
Out-of-sample edge: ~25.7% annualized vs SPY 24.6%, higher risk-adjusted return (Sharpe 1.72 vs 1.53), and lower drawdown (~18.0% vs 18.8%), with Calmar ~1.43. A risk-managed, value tilt with tactical hedges (gold, UVXY) for steadier growth.

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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, multi-asset, value tilt, risk-managed
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 24.70%. 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.