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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

Daily, rules-based rotation across tech, defensives, metals, EM, and Treasuries. Buys sharp dips, follows longer trends, and uses inverse/2x ETFs to hedge or press. 60% US equities sleeve, 20% EM long/short, 20% Treasury momentum.
NutHow it works
It splits the portfolio into 3 daily-checked sleeves: 60% US stocks/tech/defense/metals, 20% Emerging Markets, 20% Treasuries. It uses simple signals: RSI (a short-term “speedometer” of recent up/down days), moving averages (trend lines), and short-term drops/rallies. When markets are too hot it goes half cash/half short; when deeply weak it either shorts or buys sharp dips. EM flips long/short. Treasuries are owned when trending up; else cash.
CheckmarkValue prop
Out-of-sample Sharpe ~1.54 vs SPY ~1.09; annualized return ~27.3% vs 18.7%; max drawdown ~9.2% vs 18.8%; beta ~0.44; Calmar ~2.97; 663-day backtest. Rule-based, multi-asset rotation delivering higher, smoother upside vs the S&P 500.

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Invest in this strategy
OOS Start Date
Aug 27, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend-following, mean reversion, sector rotation, long/short (inverse & 2x etfs), emerging markets timing, treasury momentum, daily rebalancing
Tickers in this symphonyThis symphony trades 22 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 | 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, QLD, TLTandXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2 Sharpe | Version 2" has returned 27.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2007 @ 2 Sharpe | Version 2" is 9.22%. 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, and options.