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Symphonies
Zero Beta Dividends - 8 Feb 2018
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-driven, low‑beta plan: when stocks look overheated it buys volatility + long Treasuries; otherwise it rotates across bonds, gold, VIX, and occasional rebound trades. Aims for small drawdowns and near‑zero stock market exposure.
NutHow it works
It watches a simple “heat meter” (RSI, scaled 0–100) on big stock funds. If readings are very hot, it buys a crash-pop pair: UVXY (volatility) + TMF (long Treasuries). If not hot, it holds a defensive mix from bonds/gold/VIX. If tech or the S&P looks washed out (very low RSI), it briefly buys a rebound (TECL or SPXL) paired with SVXY or short‑term bonds. A 15% safety sleeve shuffles among VIX and anti‑beta funds.
CheckmarkValue prop
Out-of-sample, this strategy tops the S&P on risk-adjusted return: Sharpe ~1.66 vs 1.41, Calmar ~2.59, annualized return ~24.1% vs 22.9%, and drawdowns ~9.3% vs 18.8%. Near-zero beta adds resilience.

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Invest in this strategy
OOS Start Date
Apr 23, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical volatility, momentum/rsi, defensive rotation, leveraged etfs, market-neutral, low beta
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.

"Zero Beta Dividends - 8 Feb 2018" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Zero Beta Dividends - 8 Feb 2018" is currently allocated toSVXY, BTAL, SCHDandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Zero Beta Dividends - 8 Feb 2018" has returned 24.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Zero Beta Dividends - 8 Feb 2018" is 9.30%. 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 "Zero Beta Dividends - 8 Feb 2018", 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.