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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

Rules-based, daily strategy: 60% tactically trades US stocks (often tech), 20% flips between emerging markets long/short, 20% times Treasuries. Uses “heat” (RSI) and trend lines to ride uptrends, buy dips, and hedge or go defensive when needed.
NutHow it works
Daily split: 60% main sleeve, 20% emerging markets (EM), 20% Treasuries. Signals use RSI (a 0–100 “heat meter”) and moving averages (trend). Main: if stocks get very hot, hold cash (SHV) + mild short (PSQ); if hot but calmer, tilt to gold/silver; else buy tech on sharp dips, ride growth (QLD/XLK) in uptrends, or shift to defensives (XLP/TLT) or shorts (PSQ/QID/SH) when weak. EM: flip EEM vs EUM by trend and bonds’ strength vs stocks. Treasuries: own TLT when oversold or trending up, else SHV.
CheckmarkValue prop
Out-of-sample, this rules-based strategy delivers ~32% annualized return with ~1.71 Sharpe and ~9% max drawdown vs SPY’s ~19%—a clear, higher risk-adjusted edge. Diversified sleeves (EM, Treasuries, growth/defense) support steadier gains.

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Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, multi-asset, equities/bonds/commodities, hedging, inverse & leveraged etfs, daily rebalance
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 toEUM, SHVandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2 Sharpe" has returned 31.91%. 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, crypto, and options.