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Symphonies
Fund Indicator: BDRY
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple on/off switch for U.S. stocks using the momentum of shipping‑rate ETF BDRY: when BDRY’s 60‑day RSI is above 50, hold SPY; otherwise sit in T‑Bills (BIL). Checked and rebalanced daily.
NutHow it works
Each day the strategy checks BDRY’s 60‑day RSI—a 0–100 score of recent gains vs. losses. BDRY tracks dry‑bulk shipping rates, a rough read on global trade. If RSI > 50 (uptrend), it holds SPY (U.S. stocks). Otherwise it holds BIL (short‑term T‑Bills). Rebalanced daily.
CheckmarkValue prop
An on/off timing system for U.S. stocks using BDRY momentum. OOS tests show higher risk-adjusted returns: Sharpe ~1.75 vs SPY ~0.91, drawdown ~5% vs ~19%, and ~12.3% annualized return with Calmar ~2.43.

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Invest in this strategy
OOS Start Date
Oct 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Timing, risk-on/risk-off, macro signal, rsi, us equities, t‑bills
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.

"Fund Indicator: BDRY" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Fund Indicator: BDRY" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Fund Indicator: BDRY" has returned 12.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Fund Indicator: BDRY" is 5.07%. 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 "Fund Indicator: BDRY", 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.