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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: Sharpe 1.78 vs 1.45, annualized return ~25.7% vs 23.6%, max drawdown ~9.4% vs ~18.8%, beta ~0.70, Calmar ~2.74. Higher risk-adjusted growth with less downside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.490.520.72
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
968.19%15.32%1.36%5.73%0.91
GYP 2
1,743.7%19.17%1.8%11.39%1.55
Initial Investment
$10,000.00
Final Value
$184,370.41
Regulatory Fees
$302.55
Total Slippage
$1,624.08
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 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.

"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, GLD, TLTandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "GYP 2" has returned 25.71%. 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.