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Symphonies
Black Swan Catcher (SPY)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Mostly parks in T‑bills. In panics: buys TECL if tech looks washed out; otherwise uses VIXM (moderate) or BIL (severe). In calm but overbought markets, briefly buys UVXY to catch a volatility pop; else stays in cash-like T‑bills.
NutHow it works
Daily rules. 1) If SPY fell >10% in ~1 month: crash mode. If −10% to −25%: buy TECL (3× tech) only if TQQQ RSI<31 (RSI = 0–100 “hot/cold” gauge); else buy VIXM (volatility). If >25% down: buy TECL if RSI<31; else hold BIL (T‑bills). 2) Otherwise: stay in SHV (T‑bills) unless the market looks “too hot” (RSI on TQQQ>81 or SPY>80); then, if UVXY’s own RSI>40, buy UVXY (volatility), else stay SHV. Note: UVXY/VIXM and 3× ETFs are high‑risk, short‑term tools.
CheckmarkValue prop
Out-of-sample edge: ~27.6% annualized return vs SPY ~16.3%; max drawdown ~4.17% vs ~18.76%; Sharpe ~0.90; Calmar ~6.61; beta ~0.84. Higher upside with far smaller drawdowns and lower market sensitivity.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.0500.03
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
622.94%14.87%6.16%5.09%0.92
Black Swan Catcher (SPY)
6,150.36%33.63%0.3%0.82%1.21
Initial Investment
$10,000.00
Final Value
$625,036.44
Regulatory Fees
$416.32
Total Slippage
$2,747.21
Invest in this strategy
OOS Start Date
Jul 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Crash protection, volatility timing, leveraged tech, mean reversion, tactical allocation
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures 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.

"Black Swan Catcher (SPY)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Black Swan Catcher (SPY)" is currently allocated toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Black Swan Catcher (SPY)" has returned 24.25%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Black Swan Catcher (SPY)" is 4.17%. 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 "Black Swan Catcher (SPY)", 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.