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Symphonies
Test: BDRY signal
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses shipping-rate momentum to decide when to take stock risk. Buys a 3× S&P 500 fund by default when conditions look favorable, steps aside to T‑Bills if the market is too hot, and only buys during risk‑off if the S&P 500 is extremely oversold.
NutHow it works
- First, it checks BDRY, an ETF tied to dry bulk shipping rates (a pulse of global trade). If its 60‑day RSI (0–100 gauge of recent price strength; >50 = uptrend) is above 50, it’s “risk‑on.” Otherwise, “risk‑off.” - Risk‑on: buy SPXL (a fund aiming for 3× the S&P 500’s daily move) unless the S&P 500’s 10‑day RSI is above 80 (too hot), then sit in BIL (T‑Bills). - Risk‑off: sit in BIL unless the S&P 500’s 10‑day RSI is below 30 (washed out), then buy SPXL.
CheckmarkValue prop
Out-of-sample, this strategy targets ~32.7% annualized return vs ~18.9% for SPY, with solid risk-adjusted merit (Calmar ~1.46) and positive alpha. It blends macro momentum with risk-off protection, offering higher upside with manageable drawdowns.

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Invest in this strategy
OOS Start Date
Sep 14, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, macro-timing, risk-on/risk-off, leveraged s&p 500, tactical allocation, momentum/rsi
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.

"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 32.68%. 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, crypto, and options.