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Symphonies
Sandy's Golden Dragon V4.4 (vol hedge?)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An all‑weather, Dragon‑inspired, multi‑asset strategy that rotates among stocks, Treasuries, gold, commodities, the U.S. dollar, and a small volatility hedge. Uses trend and “heat” signals to lean risk on/off and selectively deploy leveraged ETFs.
NutHow it works
Your money is split into 5 buckets: a small crash hedge (UVXY), a momentum sleeve that owns recent winners, a “fiat‑alts” sleeve (gold/commodities/USD), a growth‑stocks sleeve that shifts between aggressive tech and defensives, and a bonds sleeve that flips long/short based on rate trends. It uses trend filters (200‑day), a 0–100 “heat” score (RSI: high=too hot, low=washed‑out), and recent returns to go risk‑on/off. Rebalances daily.
CheckmarkValue prop
Out-of-sample, this Dragon-allocation strategy delivers ~30.50% annualized return with a Sharpe ~1.76, vs SPY ~21.57% return and ~1.35 Sharpe; max drawdown ~14.54% vs 18.76%, beta ~0.83, Calmar ~2.10. Higher upside with lower market risk than the S&P 500.

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Invest in this strategy
OOS Start Date
Jun 23, 2023
Trading Setting
Daily
Type
Stocks
Category
All-weather, multi-asset, trend-following, tactical allocation, volatility hedge, risk parity, leveraged etfs
Tickers in this symphonyThis symphony trades 39 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 Shares
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 V4.4 (vol hedge?)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sandy's Golden Dragon V4.4 (vol hedge?)" is currently allocated toUPRO, TYD, USDU, TMF, XLF, UUP, SHY, SPY, BTAL, TQQQ, GLD, XLYandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sandy's Golden Dragon V4.4 (vol hedge?)" has returned 30.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sandy's Golden Dragon V4.4 (vol hedge?)" is 14.54%. 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 V4.4 (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, crypto, and options.