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Symphonies
Max Drawdown Black Swan Catcher
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily ‘buy the dip, hedge the rip’ system across S&P 500, Nasdaq‑100, and Semiconductors: UVXY when things look overheated, 2x longs on deep dips, and T‑bills when there’s no clear edge. Crash alarm watches for a >6% 10‑day SPY drop.
NutHow it works
Daily it checks if SPY (S&P 500) has dropped >6% from a 10‑day peak (a crash alarm). It splits money across S&P 500, Nasdaq‑100, and Semiconductor mini‑bots. Each uses a 10‑day RSI (a price heat/speed gauge) on 3x versions (SPXL, TQQQ, SOXL). If very hot (RSI>80) it buys UVXY (often spikes when stocks fall). If very cold (RSI<30) it buys 2x long funds (SSO, QLD, USD). Otherwise it holds T‑bills (BIL).
CheckmarkValue prop
Out-of-sample results show steadier growth with less drawdown than the S&P: 13.9% max drawdown vs 18.8%, Calmar 1.45, and ~20% annualized return (vs ~21% for the S&P). A hedged, dip-buy strategy focused on resilience and upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.310.090.29
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
Max Drawdown Black Swan Catcher
3,144.32%27.89%1.44%2.62%1.46
Initial Investment
$10,000.00
Final Value
$324,431.62
Regulatory Fees
$596.59
Total Slippage
$3,193.07
Invest in this strategy
OOS Start Date
Nov 22, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical market timing, mean reversion, volatility hedge, leveraged etfs, daily rebalance, us equities, technology, semiconductors
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.

"Max Drawdown Black Swan Catcher" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Max Drawdown Black Swan Catcher" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Max Drawdown Black Swan Catcher" has returned 20.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Max Drawdown Black Swan Catcher" is 13.94%. 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 "Max Drawdown Black Swan Catcher", 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.