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Symphonies
UGL Leading Indicator + Blackswan Catchers
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, short‑term strategy. It goes to T‑bills by default, buys UVXY when volatility spikes, deploys ~40% to bounce trades in drawdowns, and when gold surges it buys the most beaten‑down high‑octane ETF for a rebound. Uses RSI and short‑term trend ranks.
NutHow it works
It switches between four modes: 1) If gold (UGL, a 2x gold ETF) jumped recently, buy the most beaten‑down ETF from a small basket of high‑octane funds (3x semis/tech/S&P/healthcare or gold) for a short‑term rebound. 2) If the S&P 500’s short‑term volatility spikes, buy UVXY (benefits when fear/volatility surges). 3) If the market’s recent drop is big, put about 40% into “Pop Bots” that try to catch quick bounces using an RSI “hot/cold” gauge (0–100; >80 hot, <30 cold) and short‑term trend ranks; the rest sits in cash. 4) Otherwise, stay in T‑bills (BIL).
CheckmarkValue prop
Out-of-sample, this strategy targets ~37.1% annualized return with ~9.8% max drawdown and Calmar ~3.77, versus SPY's ~18.7% return but ~18.8% drawdown; it offers higher upside with far lower downside than the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 5, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility hedge, mean reversion, rsi, gold signal, risk-managed, defensive cash
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 37.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.84%. 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 the symphony, 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.