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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 “risk‑on/risk‑off” plan: only buys a 3× S&P 500 fund when markets are calm and stocks look short‑term oversold; otherwise holds a defensive blend of US dollar, gold, and consumer‑staples stocks.
NutHow it works
Your money is split into 15 small sleeves that rebalance daily. Each sleeve asks: 1) Has the S&P 500 been calm lately (over ~2–6 weeks)? If not, hold a safety mix (US dollar fund UUP, gold GLD, and consumer‑staples stocks XLP). 2) If calm, do stocks look short‑term “oversold” vs short Treasuries (a simple buying/selling heat meter called RSI)? If yes, buy UPRO (a triple‑speed S&P 500 fund). If no, stay in the safety mix.
CheckmarkValue prop
Out-of-sample, this risk-on/risk-off strategy aims for much higher upside (≈55% annualized) with superior risk-adjusted return (Sharpe ≈1.72, Calmar ≈1.46) vs SPY (≈22% return, Sharpe ≈1.38), thanks to volatility filters and safety assets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.161.080.530.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
901.95%14.84%-0.15%0.4%0.89
Cautious Fund Surfing | 3x
13,923.02%34.55%-1.61%-0.52%1.29
Initial Investment
$10,000.00
Final Value
$1,402,301.91
Regulatory Fees
$2,835.98
Total Slippage
$17,274.87
Invest in this strategy
OOS Start Date
Jan 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, volatility filter, mean reversion (rsi), 3x s&p 500, defensive mix (usd, gold, staples), 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
UPRO
ProShares UltraPro S&P 500
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 | 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 50.09%. 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, and options.