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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

Seeks monthly income when markets are calm (CII+AMZA), but switches to short‑term dip buys in 3x index ETFs and a volatility spike hedge (UVXY) when markets look stretched. Uses T‑bill cash (BIL) as the safety net in stressed periods.
NutHow it works
It watches a 10‑day “speed/heat” score (RSI). Under 30 = very cold; over 80 = very hot. If fear (VIXM) is hot, it runs short‑term bots: buy UVXY (jumps when fear spikes), buy SPXL/TQQQ/SOXL (3x S&P/Nasdaq/Semis) on sharp dips, else sit in BIL (T‑bills). If fear is normal, it parks in monthly payers CII+AMZA but still takes the same dip/overheat trades. Split across S&P, Nasdaq, and Semis.
CheckmarkValue prop
Regime-driven strategy to beat the S&P with higher out-of-sample returns (~41% annualized vs ~22%), strong risk-adjusted profile (Calmar ~1.44). It buys dips, hedges volatility, and uses T-bills for safety.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.321.160.410.64
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
325.09%13.85%1.36%5.73%0.82
Monthly Dividends w/ Black Swan catcher
13,937%55.78%6.6%6.31%1.54
Initial Investment
$10,000.00
Final Value
$1,403,699.91
Regulatory Fees
$1,982.32
Total Slippage
$11,479.65
Invest in this strategy
OOS Start Date
Nov 21, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Monthly income, tactical mean reversion, volatility hedge, leveraged etfs, t-bills, energy mlps, covered-call equity
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.

"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 41.19%. 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, crypto, and options.