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Symphonies
2007 @ 2 Sharpe
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based ETF rotation: 80% flexible sleeve and 20% Treasuries. It hedges when markets get “too hot,” holds gold/silver when strong, rotates into tech or defensives by trend, and flips Emerging Markets and Treasuries between risk‑on and cash.
NutHow it works
RSI (0–100) gauges how hot/cold recent moves are; moving averages flag trend. 80%: If markets are very hot, hedge 50/50 in SHV (T‑Bills) + PSQ (short Nasdaq). If just strong, hold GLD/SLV. Else rotate: after drops buy tech (XLK/QLD); in uptrends favor growth (QLD/XLK) or staples (XLP) if bonds lead; in downtrends use SHV and short ETFs (SH/PSQ/QID). Also toggles EEM↔EUM by trend and bond‑vs‑stock strength. 20%: Own TLT on improving/oversold momentum; else SHV.
CheckmarkValue prop
Out-of-sample return 31.6% vs 17.9% for the S&P; max drawdown 8.96% vs 18.76%; Calmar 3.53; Sharpe 1.71 vs 1.03. Dynamic rotation with hedges pursues higher upside while keeping risk in check—the smarter S&P alternative.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.360.310.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
536.92%10.65%-0.15%0.4%0.61
2007 @ 2 Sharpe
104,451.53%46.21%1.59%-1.27%2.33
Initial Investment
$10,000.00
Final Value
$10,455,153.35
Regulatory Fees
$42,682.02
Total Slippage
$279,733.17
Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, trend, mean reversion, risk-on/off, long/short, levered & inverse etfs, us & em equities, treasuries, gold/silver
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EUM
ProShares Trust Short MSCI Emerging Markets
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
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.

"2007 @ 2 Sharpe" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2007 @ 2 Sharpe" is currently allocated toEEM, QLD, TLTandXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2 Sharpe" has returned 31.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2007 @ 2 Sharpe" is 8.96%. 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 "2007 @ 2 Sharpe", 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.