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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

30% in long Treasuries for ballast; 70% runs a rule-based playbook: fade overheated markets, buy sharp dips, own a few strong stocks in uptrends, and short or sit in cash in downtrends—occasionally adding gold. Uses simple “heat” and trend gauges.
NutHow it works
30% sits in long‑term US Treasuries (TLT). The other 70% is tactical. • If stocks look overheated (RSI = a recent‑gains “heat” gauge), go mildly defensive: half cash‑like T‑Bills (BIL), half short Nasdaq (PSQ). • After sharp dips, buy QQQ for a bounce. • If the S&P 500 is above its 200‑day avg, hold leaders (AAPL, COST, LLY, NVO, COKE). • In downtrends, switch among cash, short Nasdaq (PSQ/QID), or brief long (QLD), guided by short‑term signals and bond strength (AGG/TLT). Sometimes add gold (GLD).
CheckmarkValue prop
Outperformance, lower drawdown, smarter risk. This strategy targets ~23.8% annual return vs 18.2% for the S&P, higher risk-adjusted Sharpe (1.42 vs 1.01) and Calmar ~2.54, with max drawdown ~9.4% (vs ~18.8%).

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Invest in this strategy
OOS Start Date
Aug 18, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, long/short equities, risk-managed, bond ballast, gold diversifier
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 @ 2.15 Sharpe" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2007 @ 2.15 Sharpe" is currently allocated toCOKE, NVO, LLY, AAPL, TLTandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2.15 Sharpe" has returned 23.84%. 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, crypto, and options.