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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, daily‑rebalanced mix that chases tech strength or buys dips, rotates across Treasuries for yield, and shifts to gold, staples, cash‑like bonds, the dollar, or volatility hedges when risk rises.
NutHow it works
Split into 3 buckets: Growth, Bonds/Yield, and Preservation. It buys Nasdaq‑100 funds (QLD/TQQQ) when trends are calm or after sharp dips; switches to SPY or to defenses like gold (GLD), staples (XLP), short Treasuries (SHY/SHV), or the US dollar (UUP) when markets get jumpy. The bond side rotates among Treasuries (e.g., TLT, VGIT, SHY) and, when trends are strong, 3x funds (TMF/TMV), plus occasional gold/commodities. It uses RSI (0–100 “hot/cold”), moving averages (trend), max drawdown (worst drop), and volatility.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted return (Sharpe ~1.64 vs 1.35), far lower drawdown (9.1% vs 18.8%), and similar/higher annual return (~21.70% vs 21.61%). Calmar ~2.39—tech exposure with built-in risk controls for smoother growth.

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Invest in this strategy
OOS Start Date
Jun 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, volatility-aware, bond rotation, defensive hedges, leveraged etfs, multi-asset
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, USDU, TMF, VTIP, UUP, DBC, HYG, SHY, LQD, SPY, QLD, IEI, GLD, TMVandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "GYP 4 - the revenge of trend" has returned 20.05%. 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, and options.