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Symphonies
Cautious Fund Surfing | 1x
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A cautious, rules‑based switcher: it only buys the S&P 500 (SPY) when markets are calm and SPY looks poised to rebound vs short‑term Treasuries; otherwise it parks in a safety blend of U.S. dollar (UUP), gold (GLD), and consumer‑staples (XLP).
NutHow it works
Each day it splits your money across 15 rules. For each rule it asks: has the S&P 500 fund (SPY) been calm (low volatility) over the last 14–42 days? If not, it holds a safety mix: UUP (U.S. dollar), GLD (gold), XLP (consumer‑staples stocks). If calm, it compares a recent‑strength score (RSI: higher = more recent gains) for SPY vs SHY (short‑term Treasuries). If SPY looks weaker, it buys SPY (buy‑the‑dip); otherwise it stays in the safety mix. All 15 are averaged.
CheckmarkValue prop
Out-of-sample edge: 23.6% annualized return vs 21.9% for the S&P, Sharpe ~2.11 vs ~1.38, and max drawdown 14.8% vs 18.8%. A rules-based rotation that lowers risk in volatility and captures upside in calm markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.40.530.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
593.56%10.65%6.16%5.09%0.61
Cautious Fund Surfing | 1x
705.48%11.52%1.93%0.91%1.07
Initial Investment
$10,000.00
Final Value
$80,547.97
Regulatory Fees
$407.75
Total Slippage
$2,280.10
Invest in this strategy
OOS Start Date
Jan 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, volatility filter, rsi/momentum, defensive rotation, multi-timeframe, etf strategy
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

"Cautious Fund Surfing | 1x" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Cautious Fund Surfing | 1x" is currently allocated toGLD, UUPandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Cautious Fund Surfing | 1x" has returned 21.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Cautious Fund Surfing | 1x" is 14.78%. 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 "Cautious Fund Surfing | 1x", 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.