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Symphonies
Sandchill 7 [CMP] (K-1 Free)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, volatility‑first, K‑1‑free blend. When markets look overheated or jumpy, it rotates into hedges like VXX, GLD, USDU, T‑Bills, BTAL, and utilities. When calm, it seeks carry via SVOL, senior loans, and cash—guided by RSI, VIX behavior, and SPY risk.
NutHow it works
Goal: protect in selloffs, earn steady carry when calm. It watches: RSI (a heat gauge of recent moves), volatility (day-to-day swings), and the worst recent drop in SPY, plus the VIX curve (VIXM vs VIXY). Daily it tilts: if fear/heat is high, it holds VXX, gold (GLD), US dollar (USDU), T‑Bills (BIL/USFR), market‑neutral (BTAL), utilities (XLU). If calm, it prefers SVOL (short‑vol carry), senior loans (BKLN/FTSL), and cash. A small sleeve can flip TQQQ/SQQQ vs bonds (FBND).
CheckmarkValue prop
Out-of-sample Sharpe 2.40 vs SPY 1.31; Calmar 2.66; drawdown 5.1% vs 18.8%; beta ~0.08. Higher risk-adjusted return with built-in hedges in turmoil and carry in calm, all K‑1‑free—less risk, compelling equity-like upside vs S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.0200.06
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
85.32%13.38%6.16%5.09%0.82
Sandchill 7 [CMP] (K-1 Free)
101.34%15.31%-1.94%1.95%2.59
Initial Investment
$10,000.00
Final Value
$20,133.78
Regulatory Fees
$54.68
Total Slippage
$233.91
Invest in this strategy
OOS Start Date
Jan 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility-aware, defensive, tail-hedge, macro, multi-asset, k-1-free
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BKLN
Invesco Senior Loan ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FBND
Fidelity Total Bond ETF
Stocks
FTSL
First Trust Senior Loan Fund ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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.

"Sandchill 7 [CMP] (K-1 Free)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sandchill 7 [CMP] (K-1 Free)" is currently allocated toFBND, SVOL, USDU, VXX, BTAL, BKLN, XLU, GLD, PDBCandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sandchill 7 [CMP] (K-1 Free)" has returned 12.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sandchill 7 [CMP] (K-1 Free)" is 5.11%. 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 "Sandchill 7 [CMP] (K-1 Free)", 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.