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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

A rules-based, three-sleeve portfolio: pursue growth via Nasdaq-100 momentum/dip-buys, earn yield from diversified bonds, and preserve capital with trend-following in stocks/bonds/gold/commodities/dollar. Gets defensive when markets turn bumpy.
NutHow it works
It splits your money into three sleeves: Growth (ride big tech when calm or on deep dips), Yield (bond income and duration bets when bonds are calm), and Preservation (trend-follow the current winners among stocks/bonds/gold/commodities/dollar). It buys dips if QQQ is very oversold (RSI<~31), and shifts to cash/gold/staples/dollar when volatility (bumpiness) rises.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.92 vs SPY ~1.44, annualized return ~27.68% vs 23.11%, max drawdown ~9.39% vs 18.76%, Calmar ~2.95, and beta ~0.70. Higher upside with calmer downside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.50.520.72
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
950.08%14.94%-1.77%0.2%0.89
GYP 2
1,846.9%19.22%1.64%6.48%1.54
Initial Investment
$10,000.00
Final Value
$194,689.75
Regulatory Fees
$312.91
Total Slippage
$1,688.97
Invest in this strategy
OOS Start Date
May 12, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Multi-asset, tactical allocation, trend-following, momentum, volatility targeting, risk management, growth and income, bonds, gold, defensive
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, DBC, HYG, SHY, LQD, SPY, QLD, IEI, GLDandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "GYP 2" has returned 25.35%. 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, and options.