Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
Cautious Fund Surfing | 1x
Today’s Change
—

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

About

A cautious, daily switcher. It buys SPY only when markets are calm and SPY looks oversold vs Treasuries; otherwise it holds a defensive blend of UUP (US dollar), GLD (gold), and XLP (consumer staples). Uses 15 variants and averages them.
NutHow it works
Each day it runs 15 mini‑checks (5 lookbacks × 3 calmness levels). If the S&P 500 (SPY) has been calm, it compares recent strength (RSI: a 0–100 “heat” gauge; lower = more sold off) of SPY vs short‑term Treasuries (SHY). If SPY looks weaker, buy SPY; otherwise hold a safety mix: UUP (US dollar), GLD (gold), XLP (consumer staples). If markets aren’t calm, use the safety mix. It blends all 15 equally.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~2.09 vs SPY ~1.38; annualized return ~23.36% vs ~21.91%; max drawdown ~14.78% vs ~18.76%; Calmar ~1.58. A rules-based, diversified approach that times SPY exposure in calm markets and shifts to UUP/GLD/XLP in downturns.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jan 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility filter, rsi, risk-on/off, multi-horizon, daily rebalance, defensive assets
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
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, SPY, UUPandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Cautious Fund Surfing | 1x" has returned 23.36%. 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, crypto, and options.