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

About

A cautious, daily-rotating blend that hides in long Treasuries when stocks are jumpy, parks in short Treasuries during steady strength, and only jumps into 3× S&P (UPRO) after dips—guided by recent volatility and a simple “hot vs cold” price gauge (RSI).
NutHow it works
Each day it runs 15 quick checks (different lookback lengths and calmness cutoffs). - If SPY’s recent swings are small (calm), it compares “heat” (RSI = recent up vs down days; low = colder) of SPY vs SHY (1–3y Treasuries). If SPY looks colder, it buys UPRO (3x S&P 500). If SPY looks hotter, it parks in SHY. - If swings are big (rough), it hides in TLT (20+y Treasuries). All 15 choices are blended equally.
CheckmarkValue prop
Out-of-sample edge: ~41.7% annualized return vs SPY’s ~22.6%, Sharpe ~1.40, Calmar ~1.09. Higher upside with volatility-filtered 3x equity exposure, plus Treasuries as ballast in turbulence—growth with controlled risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.820.330.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
897.8%15.04%1.36%5.73%0.9
Cautious Fund Surfing | SPY vs. SHY & TLT | 3x
11,073.88%33.27%3.66%25.73%1.3
Initial Investment
$10,000.00
Final Value
$1,117,387.68
Regulatory Fees
$2,730.93
Total Slippage
$16,972.76
Invest in this strategy
OOS Start Date
Apr 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, volatility filter, mean reversion, rsi-based rotation, leveraged equity, treasuries, daily rebalance, ensemble lookbacks
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 41.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.22%. 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 the symphony, 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.