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Symphonies
2007 @ 2.15 Sharpe
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based mix of stocks, cash, bonds, gold, and Nasdaq hedges. It trims risk when markets are hot, buys select dips, rides trends with a stable stock basket, and uses bonds/gold for defense. 30% always sits in long Treasuries (TLT).
NutHow it works
30% stays in long‑term Treasuries (TLT). The rest follows rules. If stock indexes look overheated (RSI—a hot/cold score—very high), it shifts to cash‑like T‑bills (BIL) plus a mild Nasdaq hedge (PSQ). In strong trends it may park half in gold (GLD). After sharp Nasdaq drops it buys the dip (QQQ) only if oversold; otherwise holds T‑bills. In healthy uptrends it owns a low‑vol basket (AAPL, COST, LLY, NVO, COKE). In weak markets it rotates to cash, bonds, or short Nasdaq (PSQ/QID), and may use 2x QQQ (QLD) for bounces.
CheckmarkValue prop
Out-of-sample: Sharpe 1.28 vs SPY 1.03; return 20.32% vs 17.87%; drawdown 9.37% vs 18.76%; beta 0.41; Calmar 2.17. Diversified, hedged mix (stocks, TLT, gold, cash) aims for higher returns with lower risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.340.160.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
557.35%10.5%6.16%5.09%0.6
2007 @ 2.15 Sharpe
63,854.04%40.86%-2.97%0.56%2.19
Initial Investment
$10,000.00
Final Value
$6,395,403.92
Regulatory Fees
$18,917.72
Total Slippage
$125,235.25
Invest in this strategy
OOS Start Date
Aug 18, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, multi-asset, hedged, risk-managed, equities, bonds, gold
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
Stocks
COST
Costco Wholesale Corp
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IOO
iShares Global 100 ETF
Stocks
LLY
Eli Lilly & Co.
Stocks
NVO
Novo-Nordisk A/S
Stocks
PSQ
ProShares Short 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 @ 2.15 Sharpe" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2007 @ 2.15 Sharpe" is currently allocated toTLT, BILandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2.15 Sharpe" has returned 17.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2007 @ 2.15 Sharpe" is 9.37%. 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 @ 2.15 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.