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Symphonies
[No LETF] Sandy's Golden Dragon V4.4a (vol hedge?)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, five-sleeve “Dragon”-style mix of stocks, Treasuries, gold/commodities, US dollar, and volatility hedges. It shifts between offense and defense using trend, momentum, and stress signals to handle booms, inflation, slumps, and shocks.
NutHow it works
It splits your money into 5 sleeves so at least one can help in most climates: 1) US stocks (broad market and big tech), 2) Treasuries (long- and mid-term), 3) gold/commodities, 4) the US dollar, 5) a “volatility” hedge that tends to jump when stocks fall. It flips between offense and defense using simple cues: trend (price vs its average), momentum (recent winners), “stretched” moves (RSI: very hot >80 or washed-out <30), and the size of recent drops.
CheckmarkValue prop
Out-of-sample, this Dragon multi-asset strategy offers superior risk-adjusted performance: Sharpe 2.33 vs 1.41, Calmar 3.13, and max drawdown 6.5% vs 18.8%, with diversified hedges and rules-based rotation for steadier, downside-protected growth vs the S&P 500.

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Invest in this strategy
OOS Start Date
Apr 9, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
All-weather, tactical allocation, trend-following, long volatility, risk parity, macro, multi-asset, defensive rotation
Tickers in this symphonyThis symphony trades 32 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QUAL
iShares MSCI USA Quality Factor ETF
Stocks
RPV
Invesco S&P 500 Pure Value 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUSDU, QQQ, UUP, DBC, SHY, SPY, BTAL, GLD, TLT, TBX, XLPandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.50%. 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 the symphony, 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.