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Symphonies
Flash Crash GPT testing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based: hold SPY unless volatility surges. In sustained stress, park in SHY; in brief panics, either hide in SHY or short gold (GLL) if gold looks overheated. Built using 2015–2018 flash‑crash playbook.
NutHow it works
Default: hold SPY (US stocks). If fear stays very high (VIXM’s 40‑day RSI > 69), move to SHY (short‑term US Treasuries). If fear spikes (VIXM’s 14‑day RSI > 75): if GLD’s 3‑day RSI ≥ 65, short gold via GLL; else use SHY. Otherwise stay in SPY. Rebalanced daily. RSI = 0–100 gauge of recent speed of moves; high = overheated, low = sold‑off. VIXM = ETF tied to market “fear” (VIX futures).
CheckmarkValue prop
Volatility-aware, rules-based strategy that reduces crash risk with SHY/GLL hedges while pursuing upside. Out-of-sample: Calmar ~1.15; max drawdown ~18.68% vs SPY ~18.76%; 21.55% annualized. Strong risk-adjusted profile.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.030.870.860.93
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
571.04%13.56%-0.15%0.4%0.83
Flash Crash GPT testing
754.66%15.41%-0.15%0.4%0.98
Initial Investment
$10,000.00
Final Value
$85,465.89
Regulatory Fees
$23.61
Total Slippage
$162.14
Invest in this strategy
OOS Start Date
May 21, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, crash protection, volatility signals, rsi-based, us equities, short-term treasuries, gold short, daily rebalanced
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLL
ProShares UltraShort Gold
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
VIXM
ProShares VIX Mid-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.

"Flash Crash GPT testing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Flash Crash GPT testing" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Flash Crash GPT testing" has returned 20.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Flash Crash GPT testing" is 18.68%. 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 "Flash Crash GPT testing", 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.