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Symphonies
Fund Surfing Switch Board
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Buys the S&P 500 on short‑term dips only when markets are calm; otherwise hides in short Treasuries or a defensive mix. Chooses among 1x/2x/3x versions by recent performance. Leveraged options raise risk and volatility.
NutHow it works
What it trades: SPY=S&P 500 stocks; SHY=short‑term US Treasuries; SSO/UPRO=2x/3x SPY; UUP=US dollar; GLD=gold; XLP=consumer‑staples. RSI: a short‑term “hot/cold” score; lower=more oversold. Step 1: If the S&P 500 has been calm (low recent volatility), then buy SPY/SSO/UPRO only if it looks oversold vs SHY. If not calm, go defensive in SHY or a safety mix (UUP, GLD, XLP). Step 2: Among 1x/2x/3x versions, it picks the one with the best recent results. Leveraged = higher risk.
CheckmarkValue prop
Out-of-sample: ~42.8% annualized return vs SPY ~18.5%, lower drawdowns ~17.8% vs ~18.8%, higher Sharpe ~1.72 vs ~1.09. Dip-buy in calm markets; hedge when volatility spikes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.170.640.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
777.75%14.18%0.54%-0.34%0.86
Fund Surfing Switch Board
5,989.05%28.5%0.3%-3.1%1.47
Initial Investment
$10,000.00
Final Value
$608,904.81
Regulatory Fees
$2,914.18
Total Slippage
$18,449.85
Invest in this strategy
OOS Start Date
Apr 1, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility filter, dip buying, risk-on/risk-off, s&p 500, leveraged etfs, defensive assets
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

"Fund Surfing Switch Board" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Fund Surfing Switch Board" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Fund Surfing Switch Board" has returned 36.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Fund Surfing Switch Board" is 17.82%. 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 Surfing Switch Board", 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.