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Symphonies
Monthly JNK canary
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Monthly risk-on/off plan. 30% stays in dollar/gold/short Treas. The other 70% rotates: 2× S&P 500 when risk-on or oversold; 3× Treasuries when bonds trend up; a volatility hedge when stocks look overheated; otherwise hold the safety mix.
NutHow it works
- Keep 30% always in UUP (US dollar), GLD (gold), SHY (short Treas). - Each month set the other 70%: 1) If SPY (US stock fund) is very “hot” (RSI≥75; RSI = 0–100 heat gauge), buy UVXY (volatility bet). 2) Else if JNK (junk‑bond fund) beat BIL (T‑bills) over 30 days, buy SSO (2× S&P 500). 3) Else if TLT (long Treas) was strong over 90 days, buy TMF (3× Treas). 4) Else if SPY is very “cold” (RSI<27), buy SSO. 5) Else, hold the safety mix.
CheckmarkValue prop
Out-of-sample performance beats the S&P on risk-adjusted return: Sharpe 1.61 vs 1.43, drawdown 12% vs 18.8%, beta 0.61, annualized return 36% vs 23%, Calmar ~3.03. Higher upside with tighter risk protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.260.230.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
Monthly JNK canary
4,447.73%30.98%4.34%11.48%1.31
Initial Investment
$10,000.00
Final Value
$454,773.03
Regulatory Fees
$1,225.59
Total Slippage
$7,297.16
Invest in this strategy
OOS Start Date
Jan 6, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, risk-on/risk-off, leveraged etfs, volatility hedge, trend-following, canary (junk bonds), multi-asset
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 JNK canary" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Monthly JNK canary" is currently allocated toGLD, SHY, SSOandUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Monthly JNK canary" has returned 36.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Monthly JNK canary" is 12.01%. 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 JNK canary", 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.