Skip to Content
Symphonies
Sandy's Golden Dragon V4.3 (vol hedge?)
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

An all‑weather, actively shifting portfolio inspired by the Dragon Portfolio. It mixes stocks, Treasuries, gold/commodities, the US dollar, and a volatility hedge, using simple trend and “hot/cold” signals to lean risk‑on in booms and defensive in stress.
NutHow it works
It blends five sleeves: stocks, long US Treasuries, gold/commodities, US dollar/cash, and a “crash” hedge (a VIX fund). It shifts between offense and defense using simple cues: trend vs long‑term average, a hot/cold meter (RSI), recent drawdowns, and 4‑month winners. In booms it tilts to tech/semis with 3x funds; in stress it rotates to staples, energy, dollar, gold, bonds, or even short funds. A bond sleeve flips between bull/bear Treasury ETFs based on trend.
CheckmarkValue prop
Out-of-sample edge: ~29% return vs 22% SPY; max drawdown ~14.8% vs ~18.8%; Sharpe ~1.76 vs ~1.41; Calmar ~2.0. Diversified, trend-driven all-weather strategy with higher risk-adjusted returns than the S&P 500.

Loading backtest data...

Invest in this strategy
OOS Start Date
Apr 7, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
All-weather, multi-asset, tactical, trend-following, risk-parity, long-volatility, leveraged etfs, equities, treasuries, commodities, gold, us dollar, crash-hedge
Tickers in this symphonyThis symphony trades 35 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
FAS
Direxion Daily Financial Bull 3x ETF
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

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.

"Sandy's Golden Dragon V4.3 (vol hedge?)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sandy's Golden Dragon V4.3 (vol hedge?)" is currently allocated toUSDU, UUP, DBC, SHY, SPY, BTAL, TQQQ, GLD, TLT, SQQQ, XLPandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sandy's Golden Dragon V4.3 (vol hedge?)" has returned 27.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sandy's Golden Dragon V4.3 (vol hedge?)" is 14.75%. 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 "Sandy's Golden Dragon V4.3 (vol hedge?)", 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.