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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 strategy nets ~39% annualized return vs ~18% for the S&P, Sharpe ~2x higher, Calmar ~4.38, and max drawdown ~9% vs ~19%—lower risk, higher upside across ~472 days.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.360.310.130.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
534.4%10.77%1.36%5.73%0.61
2007 @ 2 Sharpe
105,797.09%47.05%0.84%8.95%2.35
Initial Investment
$10,000.00
Final Value
$10,589,708.51
Regulatory Fees
$37,548.05
Total Slippage
$244,446.29
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 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.

"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, SHV, QLDandXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2 Sharpe" has returned 39.19%. 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.