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Symphonies
Cautious Fund Surfing | 3x
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Cautious, daily strategy that buys a 3× S&P 500 fund after calm pullbacks; otherwise it sits in a safety mix of the US dollar (UUP), gold (GLD), and defensive stocks (XLP). Uses 15 signals to smooth timing.
NutHow it works
Every day it splits your money into 15 tiny slices. For each slice: if the S&P 500 has been calm (low recent day-to-day swings), it compares a “heat” score (RSI: 0–100 measure of recent up vs down days) for stocks vs short‑term Treasuries. If stocks look more oversold, that slice buys a 3× S&P fund (UPRO). Otherwise it holds a safety mix: UUP (strong USD), GLD (gold), and XLP (consumer‑staples stocks).
CheckmarkValue prop
Out-of-sample edge: this timing strategy delivers higher risk-adjusted returns than SPY (Sharpe 1.73 vs 1.38, Calmar 1.47 vs 1.19) with ~55.5% annualized return but ~37.7% drawdown, offering stronger growth under disciplined risk control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.171.070.530.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
897.8%15.04%1.36%5.73%0.9
Cautious Fund Surfing | 3x
13,997.25%35.17%3.63%27.96%1.31
Initial Investment
$10,000.00
Final Value
$1,409,725.21
Regulatory Fees
$2,779.89
Total Slippage
$16,927.51
Invest in this strategy
OOS Start Date
Jan 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, volatility filter, contrarian momentum, multi-timeframe, leveraged etf, risk-on/risk-off
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 | 3x" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Cautious Fund Surfing | 3x" is currently allocated toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Cautious Fund Surfing | 3x" has returned 55.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Cautious Fund Surfing | 3x" is 37.75%. 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 | 3x", 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.