Skip to Content
Symphonies
Cautious Fund Surfing | 2x
Today’s Change
—

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

About

Own a 2x S&P 500 fund only during calm, short‑term dips; otherwise hold a defensive mix of the U.S. dollar, gold, and consumer‑staples stocks. It blends 15 lookbacks and rebalances daily to stay cautious while seeking upside.
NutHow it works
It blends 15 mini‑rules. Each day, each rule checks if the S&P 500 (SPY) has been calm lately (low recent volatility). If not calm, that slice goes to a safety mix: UUP (U.S. dollar), GLD (gold), XLP (consumer staples). If calm, it then asks: is SPY’s short‑term strength weaker than short‑term Treasuries (SHY)? If yes, that slice buys SSO (a 2x S&P 500 fund). All 15 slices are averaged together.
CheckmarkValue prop
Out-of-sample: ~38.8% annualized return vs SPY 21.9%; Sharpe ~1.83 vs 1.38; Calmar ~1.44; beta ~1.0. Drawdowns can be higher (27% vs 18.8%), but volatility filters enable 2x-equity upside in calm dips for stronger risk-adjusted growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.650.490.7
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
563.59%10.47%0.54%-0.34%0.6
Cautious Fund Surfing | 2x
2,746.01%19.26%0.62%-1%1.05
Initial Investment
$10,000.00
Final Value
$284,600.81
Regulatory Fees
$937.47
Total Slippage
$4,977.20
Invest in this strategy
OOS Start Date
Jan 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility filter, contrarian rsi, leveraged equities, safety basket, multi-timeframe, daily rebalancing
Tickers in this symphonyThis symphony trades 6 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
SSO
ProShares Ultra S&P500
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 | 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 35.75%. 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, and options.