Skip to Content
Symphonies
Test: BDRY signal
Today’s Change
—

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

About

A risk-on/off switch using dry‑bulk shipping momentum. When shipping trends up, own SPXL (3× S&P 500) unless the S&P looks overheated; otherwise park in BIL (T‑bills). When shipping is weak, stay in BIL unless the S&P is deeply oversold, then take a leveraged bounce.
NutHow it works
Uses BDRY (dry‑bulk shipping) 60‑day trend as a risk gauge. RSI is a 0–100 “heat” score: >80 too hot, <30 washed out, 50 neutral. If BDRY is trending up (>50), hold SPXL (3× S&P 500) unless SPY looks too hot (>80), then hold BIL (T‑bills). If BDRY is weak, hold BIL unless SPY is washed out (<30), then hold SPXL.
CheckmarkValue prop
Out-of-sample annualized return ~32.5% vs S&P ~18.4%; risk-on/off regime with selective leverage on uptrends. Calmar ~1.45 signals solid risk-adjusted upside; drawdowns may exceed S&P (~22%), but recoveries can be strong.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.381.020.340.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
176.79%14.15%0.54%-0.34%0.78
Test: BDRY signal
3,757.26%60.75%0.67%-4.22%1.57
Initial Investment
$10,000.00
Final Value
$385,726.37
Regulatory Fees
$470.62
Total Slippage
$3,163.08
Invest in this strategy
OOS Start Date
Sep 14, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation,momentum,rsi,regime filter,leveraged etf,us equities,t-bills
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BDRY
Breakwave Dry Bulk Shipping ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"Test: BDRY signal" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Test: BDRY signal" is currently allocated toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Test: BDRY signal" has returned 23.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Test: BDRY signal" is 22.39%. 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 "Test: BDRY signal", 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.