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Symphonies
GYP 2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based portfolio split into Growth, Yield, and Preservation. Buys tech when markets are calm or deeply sold off, and shifts to bonds, gold, staples, and the U.S. dollar when conditions get jumpy. Uses simple trend and volatility checks.
NutHow it works
A rules-based 40/30/30 mix. Growth (40%) seeks upside in big U.S. stocks, mainly tech: when calm it owns the S&P 500 or a 2x Nasdaq fund; when jumpy it either buys deep tech dips (RSI—below ~30 = very sold‑off) or hides in short Treasuries, gold, and consumer staples. Yield (30%) holds bonds (Treasuries, TIPS, investment‑grade, high‑yield) and adds long Treasuries only when their daily swings are small; otherwise it uses cash‑like Treasuries, gold, staples, and the U.S. dollar. Preservation (30%) trend‑follows across stocks, bonds, gold, commodities, and the dollar, plus an extra gold hedge.
CheckmarkValue prop
Out-of-sample edge: 25.8% annual return vs 23.1% S&P; max drawdown 9.4% vs 18.8%; Sharpe 1.81 vs 1.44; Calmar 2.75; positive alpha—delivering stronger risk-adjusted growth with noticeably less downside than the S&P 500.

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Invest in this strategy
OOS Start Date
May 12, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical asset allocation, trend following, risk-on/risk-off, momentum, volatility filter, multi-asset, tech tilt, bonds and gold
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 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.

"GYP 2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"GYP 2" is currently allocated toTIP, IEF, TMF, UUP, HYG, SHY, LQD, SPY, QLD, IEI, GLDandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "GYP 2" has returned 25.79%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "GYP 2" is 9.39%. 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 "GYP 2", 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.