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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

A safety‑first switchboard that rotates between S&P 500 funds (1x/2x/3x) and safe havens (SHY or UUP+GLD+XLP). It only takes stock risk when the market is calm and shows stronger momentum, and it backs the variant with the best recent performance.
NutHow it works
It uses two dials to decide risk: 1) Calm? It checks how bumpy SPY (S&P 500 fund) has been lately (14–42 days). If daily moves stay under ~1–2%, proceed; otherwise go defensive. 2) Strength? It compares a simple “up-vs-down days” score (RSI) for SPY vs SHY (short‑term Treasuries). If stocks look stronger, hold SPY/SSO/UPRO (1x/2x/3x). If not, park in SHY or an equal mix of UUP (US dollar), GLD (gold), and XLP (consumer staples). It runs many lookbacks and picks the one with the best last‑20‑day return.
CheckmarkValue prop
Out-of-sample edge: ~45% annualized return vs SPY ~18.8%, Sharpe ~1.82 vs ~1.09, Calmar ~2.54. Drawdowns ~17.8% vs ~18.8%, beta ~0.82. Defensive overlays capture upside in calm markets with lower risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.180.640.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
779.11%14.41%1.36%5.73%0.87
Fund Surfing Switch Board
6,131.09%29.17%-4.13%18.77%1.51
Initial Investment
$10,000.00
Final Value
$623,108.87
Regulatory Fees
$2,697.47
Total Slippage
$16,998.25
Invest in this strategy
OOS Start Date
Apr 1, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,volatility targeting,momentum (rsi),etf rotation,leveraged etfs,defensive overlays
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 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 toGLD, UUP, XLPandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Fund Surfing Switch Board" has returned 45.25%. 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, crypto, and options.