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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 rules-based ETF strategy. 60% tactically tilts among cash, light shorts, tech (often hedged) and defensives using a heat meter (RSI) and trend. 40% rotates emerging markets up/down and long Treasuries vs cash to steady the ride.
NutHow it works
Split 60/40. 60%: Uses a “heat meter” (RSI, 0–100) and a long‑term trend line (200‑day avg) on SPY (S&P 500) and QQQ (Nasdaq‑100). If too hot, hold T‑bills (SHV) and light shorts (PSQ=short Nasdaq, SH=short S&P). If too cold, buy tech via QQQ/QLD, often hedged with Treasuries (TLT) and health care (XLV). Can park in staples (XLP) or gold (GLD). 40%: Flips between emerging markets up/down (EEM/EUM) using bond‑vs‑stock strength; owns TLT when bonds trend up or are washed‑out; else SHV.
CheckmarkValue prop
Out-of-sample edge: ~29% annualized return vs ~18% for the S&P, Sharpe ~1.79 vs ~1.03, max drawdown ~7.6% vs ~18.8%, beta ~0.42. Diversified, rules-based hedges across regimes for steadier, higher risk-adjusted gains.

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Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical etf, trend + mean reversion, hedged equity, leveraged/inverse, treasuries, gold, emerging markets
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 toEEM, TLTandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2.25 Sharpe - ETFs" has returned 26.92%. 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, and options.