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Symphonies
Drawdown Hedge - (Kyle's Mod 3x - Fund Surf 3x)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A crash‑hedge strategy that rotates between offense (3x S&P/Nasdaq, oil) and defense (T‑bills, inverse funds, volatility) using simple “too hot/too fearful” trend signals, aiming to soften big drawdowns while still catching rallies.
NutHow it works
It watches simple “heat/fear” gauges on the S&P 500 and Nasdaq. If markets look too hot or fear is spiking, it flips to hedges (volatility ETF, inverse funds, or T‑bills). If trends look healthy, it goes on offense with 3x S&P/Nasdaq and sometimes oil; if not, it parks in cash-like T‑bills. Rules update as conditions change.
CheckmarkValue prop
Out-of-sample return ~23.31% (near SPY 23.63%), with lower beta (~0.69) and built-in crash hedges (volatility/inverse ETFs, cash). It aims to catch rallies while dampening large losses, with Sharpe ~0.88 and Calmar ~0.60 for risk-aware growth.

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Invest in this strategy
OOS Start Date
Sep 28, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, volatility hedging, trend/momentum, inverse etfs, market timing
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 toTMF, SPXLandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.71%. 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.