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Symphonies
[Reduced V4] ManuMB BlackSwan Catcher
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily crash‑catcher: hedge fast in panics (UVXY, inverse ETFs or cash), then pounce on rebounds in leveraged tech/semis when they look washed out, guided by RSI and the bond trend. Uses many leveraged funds. High risk and highly tactical.
NutHow it works
Each day it asks: 1) Is there a crash? If SPY/QQQ plunge or volatility jumps, it buys UVXY (a fund tied to market volatility), inverse ETFs, or holds BIL (T‑bills). 2) What’s the rate trend? Uses Treasuries to pick TMF (3x long bonds) or TMV (3x short). 3) Are prices stretched? It uses RSI (a 0–100 “speed” gauge): sell rips (buy UVXY) when very high; buy rebounds in TQQQ/SOXL/UPRO (3x tech/semis/S&P) when very low. Prefers calmer picks when allocating.
CheckmarkValue prop
Out-of-sample Sharpe ~1.16 vs SPY ~0.96; max drawdown ~27.7% vs ~18.8%; annualized return ~77% vs ~17%; Calmar ~2.79. A crash-hedge plus rebound engine: stronger risk-adjusted upside than the S&P 500, with defensible limits.

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Invest in this strategy
OOS Start Date
Oct 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Crash protection, tactical trading, leveraged etfs, volatility hedging, mean reversion, trend following, multi-asset, daily rebalance
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
SPTL
State Street SPDR Portfolio Long Term Treasury ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
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.

"[Reduced V4] ManuMB BlackSwan Catcher" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"[Reduced V4] ManuMB BlackSwan Catcher" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "[Reduced V4] ManuMB BlackSwan Catcher" has returned 68.14%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "[Reduced V4] ManuMB BlackSwan Catcher" is 27.70%. 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 "[Reduced V4] ManuMB BlackSwan 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.