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Symphonies
TWF Better than Cash
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Mostly a defensive better-than-cash core plus a small tactical sleeve. It holds cash-like bonds and diversifiers (USD, gold, Treasuries, managed futures, SPY/QQQ, tiny BTC) and occasionally buys small bounce trades or a volatility hedge.
NutHow it works
About 90% sits in a conservative mix: 70% cash-like bonds (PULS), 29% across USD (UUP), gold (GLD), an anti-beta hedge (BTAL), trend-following futures (KMLM), long Treasuries (ZROZ), plus SPY/QQQ, and 1% Bitcoin. The other ~10% is tactical: a 0-100 hot/cold gauge (RSI) buys small bounce trades in leveraged stock ETFs when very cold, or a volatility hedge (VIXY, which jumps in panics) when markets look overheated; otherwise it stays in the core.
CheckmarkValue prop
Out-of-sample edge: Calmar 7.36, Sharpe 2.14 vs SPY 1.36; drawdown <1% vs SPY ~13.7%; beta ~0.06. A steadier, crisis-protected path with strong risk-adjusted returns - less risk, more resilience than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.0100.03
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
74.89%12.92%1.2%6.23%0.79
TWF Better than Cash
53.1%9.67%0.76%2.15%2.57
Initial Investment
$10,000.00
Final Value
$15,309.91
Regulatory Fees
$5.71
Total Slippage
$25.27
Invest in this strategy
OOS Start Date
Mar 19, 2025
Trading Setting
Threshold 3%
Type
Hybrid
Category
Tactical allocation, defensive core, volatility hedge, mean reversion, diversified etfs, managed futures, leveraged etfs (small)
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.

"TWF Better than Cash" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TWF Better than Cash" is currently allocated toPULS, ZROZ, QQQ, UUP, SPY, BTAL, CRYPTO::BTC//USD, GLDandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TWF Better than Cash" has returned 6.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TWF Better than Cash" is 0.96%. 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 "TWF Better than Cash", 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.