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Symphonies
Gobi's Staircase
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Times risk using transports vs the market. When healthy, it rides strong trends in tech/Nasdaq/semis (often with leverage). When weak or danger spikes, it quickly shifts to cash/T‑Bills, Treasuries, gold, USD, managed futures, or short‑term hedges. Daily rebalance.
NutHow it works
Step 1: Check the “traffic report.” If transportation stocks (IYT) lag the S&P 500 (SPY) over ~3 months, sit in short‑term T‑Bills (BIL). Step 2: If they don’t lag, go risk‑on: ride fast movers tied to tech/Nasdaq/semis (e.g., TQQQ, TECL, SOXL, SPXL/UPRO), rotating to strength. Step 3: Keep guardrails on. If danger flashes (volatility spikes like UVXY jumping, big one‑day surges, sharp drops, overheated semis), step down into cash/T‑Bills, Treasuries (TLT/IEF), gold (GLD), the US dollar (UUP), managed futures (DBMF), or add brief hedges (UVXY, SOXS, SQQQ). Rebalances daily; includes “black‑swan” crash brakes.
CheckmarkValue prop
Out-of-sample, this strategy shows superior risk-adjusted upside vs the S&P: ~30.5% annualized vs ~18.9%, Sharpe ~1.12, Calmar ~1.56, beta ~0.30. It rides tech leadership and hedges shocks with cash/bonds/gold, daily rebalance.

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Invest in this strategy
OOS Start Date
Jun 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following,risk-on/risk-off,sector-rotation,volatility-hedged,leveraged etfs,crash-protection,macro-signal
Tickers in this symphonyThis symphony trades 40 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond 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.

"Gobi's Staircase" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Gobi's Staircase" is currently allocated toSOXLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Gobi's Staircase" has returned 21.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Gobi's Staircase" is 19.55%. 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 "Gobi's Staircase", 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.