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Symphonies
Sandy's Golden Dragon V4.3a (vol hedge?)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based Dragon Portfolio spin: balances stocks, Treasuries, gold/commodities/US dollar, trend, and a crash hedge. Buys strength in calm uptrends, buys dips selectively, and shifts to hedges or shorts when trends weaken or markets overheat.
NutHow it works
It splits money into five sleeves so something can work in most markets: growth stocks, long Treasuries, “fiat alternatives” (gold/commodities/US dollar), trend‑followers, and a crash hedge. Signals: - Trend: price vs its moving average (above=uptrend). - RSI: a 0–100 “heat” score (high=too hot, low=washed out). Calm uptrends: lean into stocks (sometimes 3x tech/semis). Overheated or weak: rotate to gold, USD, bonds, or a volatility hedge (UVXY) and, at times, shorts. Within each sleeve it picks recent winners.
CheckmarkValue prop
Out-of-sample Dragon Portfolio posts higher risk-adjusted returns than the S&P 500: Sharpe ~1.73 vs 1.41, annualized return ~32.8% vs 22.5%, max drawdown ~15.6% vs 18.8%, Calmar ~2.10. Diversified sleeves hedge regimes and downtrends.

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Invest in this strategy
OOS Start Date
Apr 8, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Dragon portfolio, multi-asset, risk-parity, trend-following, momentum, long volatility, tail risk, tactical, macro, equities, treasuries, gold, commodities, us dollar, leveraged etfs, sector rotation
Tickers in this symphonyThis symphony trades 36 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.

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

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

Year-to-date, the symphony has returned 30.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.64%. 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.