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Symphonies
2007 @ 2.25 Sharpe - ETFs
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 60/40 tactical ETF portfolio. The 60% sleeve times tech/U.S. stocks with “hot/cold” and trend signals, hedging with Treasuries/defensive sectors or shorting when needed. The 40% sleeve toggles emerging markets long/short and trades Treasury momentum.
NutHow it works
60% times U.S. stocks/tech using simple “heat” (RSI) and trend (moving averages) signals. Too hot → T‑Bills + small shorts. Washed out → buy tech (sometimes 2x QQQ) hedged with Treasuries/health care. Uptrend → lean risk‑on; downtrend → go defensive/short or gold. 40%: (a) Emerging markets long or short based on trend and whether stocks beat bonds, and (b) a bond sleeve that owns long Treasuries when momentum is good; else T‑Bills.
CheckmarkValue prop
Out-of-sample, this strategy targets 30.2% annualized return vs SPY’s 17.7%, with drawdowns ~7.6% vs ~18.8%, and Sharpe ~1.83 vs ~1.02. Higher upside, much lower downside, and smarter risk controls for steadier progress.

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Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical multi-asset, rsi/trend/mean reversion, long/short, leveraged etfs, hedged, tech/bonds/gold/emerging
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
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
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra 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 @ 2.25 Sharpe - ETFs" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2007 @ 2.25 Sharpe - ETFs" is currently allocated toEUM, SHVandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2.25 Sharpe - ETFs" has returned 30.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2007 @ 2.25 Sharpe - ETFs" is 7.60%. 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 @ 2.25 Sharpe - ETFs", 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.