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Symphonies
developing: low beta low stdev
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, risk‑managed ETF strategy: hedge hard when tech looks overheated, otherwise use the S&P 500 trend to switch between defensive and growth baskets, sizing positions by recent volatility for a smoother ride.
NutHow it works
Each day it makes three choices: 1) If US tech is extremely overheated short term (using a fast momentum gauge on VGT), it hides in T‑Bills (BIL ~66%) plus a volatility hedge that jumps when markets drop (VIXY ~34%). 2) Else if the S&P 500 (SPY) is below its 112‑day average, it holds defensive assets—health care (VHT), consumer staples (VDC), gold (GLD), and the US dollar (UUP). 3) Otherwise it holds growth‑tilted assets—tech (VGT/XLK), consumer discretionary (VCR), Europe stocks (VGK), plus the US dollar (UUP). Position sizes are set by recent volatility: calmer assets get bigger weights.
CheckmarkValue prop
Out-of-sample edge: stronger risk-adjusted return and much smaller drawdowns than the S&P 500. Sharpe ~1.13 vs ~0.90; Calmar ~1.20; max drawdown ~8% vs ~19%; lower beta means smoother, downside-protected growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.370.430.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
590.61%13.59%-1.77%0.2%0.83
developing: low beta low stdev
749.38%15.15%-1.7%-0.79%1.53
Initial Investment
$10,000.00
Final Value
$84,937.99
Regulatory Fees
$286.20
Total Slippage
$1,533.10
Invest in this strategy
OOS Start Date
Feb 9, 2025
Trading Setting
Daily
Type
Stocks
Category
Regime-switching etf rotation, risk-parity sizing, trend-following, volatility hedge, defensive, daily rebalance
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
VCR
Vanguard Consumer Discretionary ETF
Stocks
VDC
Vanguard Consumer Staples ETF
Stocks
VGK
Vanguard FTSE Europe ETF
Stocks
VGT
Vanguard Information Technology ETF
Stocks
VHT
Vanguard Health Care ETF
Stocks
VIXY
ProShares VIX Short-Term Futures 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.

"developing: low beta low stdev" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"developing: low beta low stdev" is currently allocated toUUP, VDC, VHTandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "developing: low beta low stdev" has returned 5.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "developing: low beta low stdev" is 7.99%. 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 "developing: low beta low stdev", 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.