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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

Rules-based ETF strategy that shifts among US sectors, Nasdaq long or short, gold, Treasuries, and emerging markets using simple “overheated/oversold” and trend signals. It hedges with inverse ETFs and cash when needed, and presses winners in uptrends.
NutHow it works
It’s a rules-based ETF rotation. It reads two simple gauges: 1) “speed” (RSI = how fast prices just rose/fell) and 2) trend (moving averages). • Too hot? It adds small shorts (PSQ=short Nasdaq, SH=short S&P) and cash (SHV). • Healthy trend? Own the 2 strongest (tech/financials/energy/SPY). • Sharp tech drop? Sometimes buy the dip (XLK) or hide in gold (GLD) or Treasuries (TLT). • 30% trades emerging markets (EEM long/EUM inverse) and a TLT vs cash toggle.
CheckmarkValue prop
Out-of-sample edge: ~29% annualized return vs ~18% for SPY, with ~10% max drawdown (vs ~19%), Calmar ~2.9 and Sharpe ~1.61. Low beta (~0.58) plus hedged, rules-based rotations deliver superior risk-adjusted growth.

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Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical multi-asset, trend-following, mean reversion, long/short etfs, sector rotation, momentum, hedged, bonds and gold, emerging markets
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
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
IYC
iShares U.S. Consumer Discretionary ETF
Stocks
IYW
iShares U.S. Technology ETF
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 - 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 toEEM, XLE, TLTandIYW. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2.15 Sharpe - ETF Only" has returned 26.54%. 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, and options.