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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

Rule-based, defensive‑leaning rotation. About 70% shifts among cash (BIL), inverse Nasdaq (PSQ/QID), QQQ/QLD, gold (GLD), or a 5‑stock low‑vol basket; 30% sits in long Treasuries (TLT). Uses RSI, moving averages, and recent-return triggers to switch gears.
NutHow it works
30% stays in long U.S. Treasuries (TLT). The other 70% follows rules: if major stock ETFs look “too hot” (high RSI—0–100 “heat” score), go half cash (BIL) and half inverse Nasdaq (PSQ). Otherwise it may: add gold (GLD); buy QQQ/QLD after sharp drops; hold a low‑vol basket of AAPL/COST/LLY/NVO/COKE when SPY is above its 200‑day average; or use PSQ/QID when trends are weak. Bonds (AGG/TLT) help choose offense vs defense.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.28 vs SPY ~1.03, annualized return ~20.32% vs 17.87%, max drawdown ~9.37% vs 18.76%, Calmar ~2.17. A defensive, rules-based mix (cash, inverse Nasdaq, gold, Treasuries) with upside and risk control.

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Invest in this strategy
OOS Start Date
Aug 18, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, rsi/ma signals, mean reversion, inverse/leveraged etfs, equities-bonds-gold, risk management
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 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 22.80%. 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.