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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 switchboard that buys S&P 500 (SPY/SSO/UPRO) on calm, buy‑the‑dip signals and otherwise moves to safety (SHY or U.S.$+gold+staples). It tests several short lookbacks and runs the playbook with the best recent results.
NutHow it works
Each day it ranks several playbooks and runs the recent best. - If the S&P 500 (SPY) has been calm, it compares a “hot/cold” score (RSI = how stretched moves are) for stocks vs short‑term Treasuries (SHY). If stocks look washed‑out, buy SPY (or 2× SSO, 3× UPRO); otherwise use safety: SHY or a mix (UUP=U.S.$, GLD=gold, XLP=consumer‑staples). - Uses multiple 2–8‑week lookbacks.
CheckmarkValue prop
Out-of-sample, this strategy outperforms SPY on risk-adjusted return and upside: oos Sharpe ~1.72 vs 1.09, annualized return ~42.8% vs 18.5%, drawdown ~17.8% vs 18.8%, alpha ~0.22.

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Invest in this strategy
OOS Start Date
Apr 1, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility filter, contrarian rsi, s&p 500, treasuries, leveraged etfs, defensive mix (uup/gld/xlp)
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 34.38%. 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.