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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, tactical black‑swan strategy: buy volatility (UVXY) when markets look overheated or fear spikes; buy chip/tech funds (SOXL/TQQQ) after sharp selloffs if bonds look calm; otherwise park in T‑bills or hedge. Uses leveraged ETFs and is very high risk.
NutHow it works
Each day it asks: 1) Are stocks overheated or washed out? (A 0–100 “hot/cold” score called RSI.) 2) Are bonds flashing stress (trend in long Treasuries)? If too hot, it buys “fear” (UVXY). If very oversold and bonds look calm, it buys high‑beta tech/semis for a rebound (TQQQ/SOXL). If stress is high, it shifts to cash‑like T‑bills (BIL), gold (GLD), dollar (UUP), or inverse ETFs. TMF/TMV express falling/rising‑rate views. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted gains: Sharpe 1.16 vs 0.96, Calmar 2.79, and ~77% annualized return vs ~17% for SPY. It exploits fear spikes and rebounds in tech/semis with adaptive hedges; drawdowns can be larger.

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Invest in this strategy
OOS Start Date
Oct 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical crash-catcher, tail-risk hedging, volatility (uvxy), leveraged etfs (soxl,tqqq), bond-trend filter, tech/semis & s&p, cash/gold/dollar
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 Shares
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 Shares
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 70.35%. 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.