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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, daily‑rebalanced blend that owns SPY only when markets are calm and a contrarian signal fires; otherwise it parks in a defensive mix of the US dollar (UUP), gold (GLD), and consumer‑staples stocks (XLP).
NutHow it works
Each day, your money is split into many small slices that vote between stocks (SPY) and a safety mix. SPY = S&P 500 stocks. SHY = short‑term US Treasuries (yardstick). UUP = US dollar. GLD = gold. XLP = consumer‑staples stocks. For each slice: if SPY has been calm (low recent “choppiness”) and its momentum score (RSI: up‑vs‑down days over 14–42 days; higher=stronger) is weaker than SHY’s, buy SPY (a contrarian tilt). Otherwise hold 1/3 UUP, 1/3 GLD, 1/3 XLP. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted returns and lower risk than SPY. Sharpe 2.11 vs 1.38; 23.6% vs 21.9% annualized return; 14.8% vs 18.8% max drawdown. A defensive, rules-based blend that preserves upside while cutting losses.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.390.530.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
567.31%10.5%-0.15%0.4%0.6
Cautious Fund Surfing | 1x
707.12%11.61%-0.15%1.22%1.08
Initial Investment
$10,000.00
Final Value
$80,711.52
Regulatory Fees
$404.06
Total Slippage
$2,255.69
Invest in this strategy
OOS Start Date
Jan 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-managed,etf rotation,multi-timeframe,mean reversion,momentum filter,defensive overlay
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 toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Cautious Fund Surfing | 1x" has returned 22.22%. 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.