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Symphonies
V2.0 of Sandy's Boring Adaptive Dragon
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, multi-asset portfolio that rides strong trends and adds hedges when markets get shaky. It mixes stocks, bonds, commodities, currencies and managed futures, with occasional use of leveraged and volatility funds to adapt quickly.
NutHow it works
Rules pick assets by recent trend and risk. In calm uptrends it leans into US stocks (sometimes 3x funds like TQQQ/UPRO). Core includes NTSX (stocks+Treasuries). If stress shows (big drops, high volatility), it pivots to shock absorbers: gold (GLD), Treasuries (TMF), the U.S. dollar (UUP/USDU), managed futures (DBMF), and sometimes volatility (UVXY). It also runs trend sleeves in sectors, countries and commodities. Position sizes favor steadier assets. No fixed rebalance.
CheckmarkValue prop
Out-of-sample edge with strong risk control: Sharpe ~1.34, Calmar ~1.17, beta ~0.45, max drawdown ~13.2% vs SPY ~18.8%. Diversified trend hedges offer crisis resilience and steadier, risk-adjusted gains vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.320.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
150.53%15.45%1.2%6.23%0.81
V2.0 of Sandy's Boring Adaptive Dragon
359.22%26.93%-0.42%6.02%2.07
Initial Investment
$10,000.00
Final Value
$45,922.30
Regulatory Fees
$126.25
Total Slippage
$716.04
Invest in this strategy
OOS Start Date
Jan 27, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical multi-asset, trend/momentum, risk-managed, managed futures, commodities, currencies, volatility hedge, leveraged etfs
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.

"V2.0 of Sandy's Boring Adaptive Dragon" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V2.0 of Sandy's Boring Adaptive Dragon" is currently allocated toIEF, SCO, USDU, TMF, YCS, VOX, CCOR, FNDX, EWQ, EWG, UUP, EWP, DBMF, SHY, SPY, COM, DBE, EWI, UGL, BTAL, TQQQ, SHV, XLE, EWJ, VLUE, FAS, FTLS, EWU, EWN, GLD, EUO, BOIL, TLT, PDBC, VGT, TMV, NTSX, DBB, RWL, FAAR, URA, XLP, VTVandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V2.0 of Sandy's Boring Adaptive Dragon" has returned 14.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V2.0 of Sandy's Boring Adaptive Dragon" is 13.18%. 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 "V2.0 of Sandy's Boring Adaptive Dragon", 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.