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Symphonies
Minimized Drawdown Strategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Seeks to limit big losses by shifting to Treasuries and gold in stock selloffs. Otherwise rotates into Bitcoin‑linked bets (MSTR, BITI) or bond trades (BSV, TBT) based on stock and Bitcoin trends. Rebalanced daily.
NutHow it works
Daily checks: 1) If SPY’s biggest drop in the last 30 days is >10%, hold 50% IEF (7–10y Treasuries) and 50% GLD (gold). 2) Else if SPY is above its 200‑day average (long‑term trend), hold MSTR (a stock tied to Bitcoin). 3) Else: if the Bitcoin ETF BITO is below its 15‑day average (short‑term trend), pick the strongest by 10‑day RSI (a 0–100 heat meter): BITI (short Bitcoin), BSV (short‑term bonds), or TBT (inverse long Treasuries). If BITO is above its 15‑day average: if 10‑day RSI>59 → BITI; else → MSTR.
CheckmarkValue prop
Crisis hedge and tactical diversifier to the S&P 500: gold and Treasuries during selloffs, crypto-linked bets in upswings. Out-of-sample data show negative returns and large drawdowns vs SPY; best used as a diversification sleeve, not core equity.
1M
3M
6M
YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.51.150.060.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
87.2%20.17%1.2%6.23%1.18
Minimized Drawdown Strategy
283.14%48.23%-29.81%-46.71%0.89
Initial Investment
$10,000.00
Final Value
$38,313.84
Regulatory Fees
$31.59
Total Slippage
$197.19
Invest in this strategy
OOS Start Date
Sep 27, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, risk management, drawdown filter, moving averages, rsi, crypto-linked, gold, treasuries, inverse etfs
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.

"Minimized Drawdown Strategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Minimized Drawdown Strategy" is currently allocated toMSTR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Minimized Drawdown Strategy" has returned -37.49%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Minimized Drawdown Strategy" is 79.71%. 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 "Minimized Drawdown Strategy", 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.