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

About

Rules-based, daily mix: 60% U.S. equity timing (tech-tilted with hedges), 20% EM long/short, 20% Treasury momentum. Uses too-hot/too-cold and trend signals to rotate among growth, defensives, bonds, cash, or short hedges.
NutHow it works
Portfolio = 60% U.S. stocks, 20% emerging markets, 20% Treasuries; rebalanced daily. It uses RSI (a 0–100 too-hot/too-cold gauge) and trend lines (moving averages). When stocks look overheated, it shifts to T-bills (SHV) and light shorts (PSQ). When trends are healthy, it leans into tech (QLD, XLK); when weak, it rotates to bonds (TLT), staples (XLP), or shorts (SH/PSQ/QID). EM flips between EEM and EUM by bond-vs-stock strength. Treasuries: own TLT when its trend is up or very oversold.
CheckmarkValue prop
Out-of-sample: 33.66% annualized return vs 18.26% (S&P); Sharpe 1.78 vs 1.01; Calmar 3.65; max drawdown 9.23% vs 18.76%; beta ~0.49. Higher risk-adjusted gains with tighter drawdowns through disciplined rotation and hedges.

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Invest in this strategy
OOS Start Date
Aug 27, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,mean reversion,long/short,multi-asset,equities,treasuries,emerging markets,risk-managed,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 | Version 2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2007 @ 2 Sharpe | Version 2" 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 | Version 2" has returned 33.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2007 @ 2 Sharpe | Version 2" is 9.23%. 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 | Version 2", 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.