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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

A tactical, near‑market‑neutral strategy that times “fear vs calm.” It hedges after big run‑ups (VIX + Treasuries), buys sharp dips with small leveraged bets, and otherwise holds a diversified, low‑beta mix of short/long VIX, Treasuries, gold, and dividend stocks.
NutHow it works
It watches a 0–100 “heat gauge” (RSI) on big stock indexes. If stocks look very hot, it flips into crash‑hedges: VIX‑linked ETFs (UVXY/VIXM) and long Treasuries (TMF/TLT). If fear is already high, it holds safe havens (Treasuries, short‑term Treasuries, gold). If stocks just fell hard, it buys the dip with small, fast bets (leveraged tech/S&P) and/or bets that calm returns (SVXY). Otherwise it sits in a neutral, dividend‑tilted mix (SVXY, VIXM, BTAL, SCHD). A 15% sleeve adds extra hedges when markets run hot.
CheckmarkValue prop
Out-of-sample, this tactical market-neutral strategy delivers higher risk-adjusted return (Sharpe 1.63 vs 1.41), higher annualized return (23.0% vs 22.5%), and far smaller drawdowns (9.3% vs 18.8%), with Calmar 2.47, beating the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.270.130.010.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
597.07%14.51%-1.77%0.2%0.89
Zero Beta Dividends - 8 Feb 2018
4,600.37%30.82%0.4%3.47%1.42
Initial Investment
$10,000.00
Final Value
$470,037.04
Regulatory Fees
$1,229.78
Total Slippage
$7,327.90
Invest in this strategy
OOS Start Date
Apr 23, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility timing,tactical allocation,market‑neutral,rsi signals,leveraged etfs,treasuries and gold,defensive overlay,dividend tilt
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks

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 23.07%. 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, and options.