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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

Daily rules: if tech looks overheated, park mostly in T‑Bills with a volatility hedge. Otherwise, use an S&P trend check to choose a defensive or pro‑risk ETF basket, sizing positions toward the least volatile holdings.
NutHow it works
Each day it asks two questions. 1) Is tech (VGT) very “hot” on a 10‑day RSI (a short‑term hotness gauge)? If yes, go defensive: about 66% in T‑Bills (BIL) and 34% in a volatility hedge (VIXY). 2) If not, is the S&P 500 (SPY) below its ~5‑month average? If below: hold calmer defensive ETFs—VHT (healthcare), VDC (staples), GLD (gold), UPP (US dollar). If above: hold calmer pro‑risk mix—UUP, VGT/XLK (tech), VHT, VCR (consumer), VGK (Europe). Calmer assets get more weight.
CheckmarkValue prop
Out-of-sample, this strategy offers higher risk-adjusted returns (Sharpe ~1.13 vs ~0.90) and far smaller drawdowns (~8% vs ~19%), delivering steadier, capital-preserving growth versus the S&P 500’s larger swings.
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
605.37%13.78%-0.15%0.4%0.84
developing: low beta low stdev
764.95%15.33%0.09%0.13%1.54
Initial Investment
$10,000.00
Final Value
$86,495.49
Regulatory Fees
$284.48
Total Slippage
$1,522.25
Invest in this strategy
OOS Start Date
Feb 9, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend filter, risk parity, volatility hedge, multi-asset etfs, defensive rotation
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 toVGK, UUP, VHT, VCR, VGTandXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "developing: low beta low stdev" has returned 7.50%. 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.