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Symphonies
Cautious Fund Surfing | 2x
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An ensemble that buys a 2× S&P 500 fund only when markets are calm and stocks look short‑term weak vs T‑bills; otherwise it parks in a defensive mix of the dollar, gold, and consumer‑staples. Uses 15 variants and rebalances daily.
NutHow it works
It splits your money across 15 small rules. For each one: if the S&P 500’s recent daily swings are calm (under 1%, 1.5% or 2% over 14–42 days), it compares a simple “recent‑strength” score (RSI) of stocks (SPY) vs T‑bills (SHY). If stocks look weaker, it buys a 2× S&P fund (SSO). Otherwise it holds a defensive mix: US dollar (UUP), gold (GLD), and consumer‑staples stocks (XLP). Rebalanced daily. RSI here is just a short‑term strength/weakness score based on recent up vs down days.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~39% annualized return vs ~22% S&P, Sharpe ~1.83 vs 1.38, and Calmar ~1.44—strong risk-adjusted upside. Drawdowns are higher (~27% vs ~19%), reflecting bigger gains in calm markets.

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Invest in this strategy
OOS Start Date
Jan 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility filter, mean-reversion, rsi, leveraged equity, defensive rotation, daily rebalancing
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.

"Cautious Fund Surfing | 2x" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Cautious Fund Surfing | 2x" is currently allocated toSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Cautious Fund Surfing | 2x" has returned 39.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Cautious Fund Surfing | 2x" is 27.03%. 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 | 2x", 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.