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Symphonies
Monthly Dividends w/ Black Swan catcher
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aims for monthly income in calm markets and cuts risk in panics. Uses a simple hot/cold meter (RSI) to flip between cash, 3x stock ETFs for oversold bounces, a volatility hedge on overbought spikes, and two monthly dividend funds.
NutHow it works
First, it checks a “fear gauge” (a volatility fund). If fear is spiking (RSI > 70), it keeps most money in cash/T‑Bills and lets a small slice trade quick swings. If fear is normal, it puts more money to work, parking idle cash in two monthly dividend funds. Short‑term buys/sells use a 10‑day RSI: <30 buys 3x index ETFs for bounces; >80 briefly buys a volatility hedge (UVXY).
CheckmarkValue prop
Out-of-sample annualized return ~43% with a Sharpe ~1.33 and Calmar ~1.51, outperforming the S&P on risk-adjusted upside. Note higher drawdowns (~28.7% vs ~18.8%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.321.150.410.64
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
366.21%14.07%0.09%13.88%0.84
Monthly Dividends w/ Black Swan catcher
17,733.79%55.8%-4.01%17.64%1.56
Initial Investment
$10,000.00
Final Value
$1,783,379.32
Regulatory Fees
$2,137.94
Total Slippage
$15,788.74
Invest in this strategy
OOS Start Date
Nov 21, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Income, tactical allocation, volatility hedge, leveraged etfs, monthly dividends, risk management
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
AMZA
InfraCap MLP ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CII
BlackRock Enhanced Large Cap Core Fund, Inc.
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures 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.

"Monthly Dividends w/ Black Swan catcher" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Monthly Dividends w/ Black Swan catcher" is currently allocated toCIIandAMZA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Monthly Dividends w/ Black Swan catcher" has returned 43.41%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Monthly Dividends w/ Black Swan catcher" is 28.71%. 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 "Monthly Dividends w/ 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, and options.