Skip to Content
Symphonies
BLACK SWAN CATCHER + BIL CANARY + EQUITY (BACKTESTS TO 5/14/2013) 37246.1% CUMULATIVE/82.8% ANNUAL/21.8% DRAWDOWN
Today’s Change
—

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
This rules-based mix of value equities, gold/bonds defense, and a volatility hedge delivers strong risk-adjusted results with lower drawdowns. OOS: Sharpe ~1.51 vs SPY ~1.54; return ~22.2% vs 25.1%; DD ~17.95% vs 18.76%; Calmar ~1.24.

Loading backtest data...

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 0 assets in total
Ticker
Type

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 22.18%. 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.