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Symphonies
Super Safety 5d Max DD Sort WM74
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, safety‑first rotation. In stress it hides in cash-like T‑bills, gold, dollar, or shorts; in calm uptrends it leans into Nasdaq/semiconductors and long bonds. Uses hot/cold and trend checks to cap drawdowns. Includes leveraged and volatility ETFs.
NutHow it works
Each day it asks: stormy or calm? - It reads fear gauges (volatility funds tied to the VIX), a hot/cold meter (RSI: high=overbought, low=oversold), trend vs average price, and the worst recent drop. - Stormy: move to defense—cash-like T‑bills and short Treasuries, gold, US dollar, market‑neutral funds, or bear/volatility funds that rise when markets fall. If rates rise, it can short long bonds. - Calm/uptrend: go on offense—tilt to growth (especially Nasdaq/semiconductor funds, sometimes 3x) and long Treasuries when yields fall. - It splits money across several mini‑portfolios and often gives more weight to steadier assets. Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.69 vs SPY 0.87; annualized return 27.36% vs 15.97%; max drawdown 6.18% vs 18.76%; Calmar 4.43. 393 days tested. Dynamic safety-first rotation targets higher upside with far smaller losses than the S&P 500.

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Invest in this strategy
OOS Start Date
Nov 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Risk-managed,tactical rotation,volatility hedging,trend-following,mean reversion,leveraged etfs,multi-asset,bonds,commodities,us dollar,semiconductors
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"Super Safety 5d Max DD Sort WM74" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Super Safety 5d Max DD Sort WM74" is currently allocated toUPRO, PGHY, USDU, TMF, GOVI, UUP, SPY, BTAL, TQQQ, BKLN, SH, SOXS, QLD, SSO, GLD, PDBC, TFLO, XLY, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Super Safety 5d Max DD Sort WM74" has returned 27.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Super Safety 5d Max DD Sort WM74" is 6.18%. 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 "Super Safety 5d Max DD Sort WM74", 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.