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

About

A cautious, rules-based switch between a 2x S&P 500 fund and a defensive trio (UUP, GLD, XLP). It only takes the 2x bet when markets are calm and stocks look weak vs short-term Treasuries; otherwise it stays defensive. Equal-weight 15 sleeves.
NutHow it works
It runs 15 small switches. For each: 1) Is the S&P 500 calm (low volatility over ~3–8 weeks)? If not, hold a safety mix: UUP (US dollar), GLD (gold), XLP (consumer‑staples stocks). 2) If calm, compare “RSI” (a 0–100 score of recent price strength) of SPY (stocks) vs SHY (short‑term Treasuries). If SPY’s RSI is lower (subdued), buy SSO (2x S&P 500). All 15 are equal‑weighted and rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: ~38.8% annualized return vs ~21.9% SPY; Sharpe ~1.83 vs ~1.38; Calmar ~1.44; beta ~1.0. A 15-sleeve system that adds 2x in calm markets and shifts to defense in volatility for higher upside with disciplined risk vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.650.490.7
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
553.35%10.36%-1.77%0.2%0.6
Cautious Fund Surfing | 2x
2,650.91%19.01%-4%0.09%1.04
Initial Investment
$10,000.00
Final Value
$275,090.88
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, risk-managed, leveraged equities, defensive rotation, mean reversion
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 33.17%. 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.