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

About

A rules-based ETF strategy. ~70% tactically trades U.S. stocks using simple hot/cold and trend checks to rotate, hedge, or short; ~30% flips Emerging Markets long/short and times long Treasuries vs cash. Uses gold and short-term Treasuries as shock absorbers.
NutHow it works
It reads two simple gauges on markets: a hot/cold meter (RSI) and a trend line (moving averages). If stocks look overheated, it adds small hedges/shorts. After sharp drops, it buys selective tech dips. In uptrends, it owns the strongest sectors; in downtrends, it holds gold/bonds or shorts the Nasdaq. A side sleeve flips Emerging Markets long/short and times Treasuries vs cash.
CheckmarkValue prop
Outperform the S&P with a rules-based ETF strategy that rotates to leaders, buys tech dips, and uses gold and Treasuries as shock absorbers. Out-of-sample: ~34% annualized return vs ~18%, drawdowns ~10% vs ~19%, Sharpe ~1.78 vs ~1.01.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.380.290.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
534.4%10.77%1.36%5.73%0.61
2007 @ 2.15 Sharpe - ETF Only
128,920.2%48.66%-0.7%5.27%2.29
Initial Investment
$10,000.00
Final Value
$12,902,019.72
Regulatory Fees
$45,872.51
Total Slippage
$305,528.75
Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, sector rotation, rsi-based, long/short, inverse & leveraged etfs, multi-asset, risk management
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 - ETF Only" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2007 @ 2.15 Sharpe - ETF Only" is currently allocated toEUM, SHV, XLKandIYW. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2.15 Sharpe - ETF Only" has returned 33.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2007 @ 2.15 Sharpe - ETF Only" is 10.05%. 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 - ETF Only", 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.