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Symphonies
GYP 4 - the revenge of trend
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based portfolio that rotates among tech stocks, bonds, gold, the U.S. dollar, and defensive sectors. It goes on offense when trends are calm/up, and moves to safety or hedges during spikes or drops. Uses some leveraged funds for extra punch.
NutHow it works
Three sleeves: Growth 40%, Yield 35%, Preservation 25%. It checks daily for trend (price vs average), stress (jumpiness and recent drops), and momentum (recent winners). When stocks are calm/rising, it leans into a tech index (sometimes with leverage). When stress rises or prices fall fast, it shifts to safety: short/long Treasuries, gold, U.S. dollar, and defensive sectors. In shocks it can hedge with a VIX fund; when bonds trend up it may use a leveraged Treasury fund, and when rates rise an inverse Treasury fund.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.56, Calmar 2.25, max drawdown 9.1% vs ~18.8% for S&P, 941 days tested. Annualized return 20.38% vs 21.57%, but with far stronger downside protection and risk-adjusted durability.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.160.460.490.7
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
362.46%13.64%2.19%5.01%0.83
GYP 4 - the revenge of trend
1,266.09%24.4%2.45%2.55%1.99
Initial Investment
$10,000.00
Final Value
$136,609.13
Regulatory Fees
$326.77
Total Slippage
$1,770.53
Invest in this strategy
OOS Start Date
Jun 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend/momentum, risk management, bonds & rates, defensive hedges, leveraged etfs
Tickers in this symphonyThis symphony trades 28 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
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
PSQ
ProShares Short QQQ
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 4 - the revenge of trend" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"GYP 4 - the revenge of trend" is currently allocated toTIP, IEF, TMF, VTIP, UUP, DBC, HYG, SHY, LQD, SPY, BTAL, TQQQ, QLD, IEI, GLD, TLTandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "GYP 4 - the revenge of trend" has returned 20.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "GYP 4 - the revenge of trend" is 9.07%. 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 4 - the revenge of trend", 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.