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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 tactical ETF strategy. It fades overheated markets with small shorts/cash, buys oversold tech (sometimes hedged with Treasuries/defensive sectors), and switches between Nasdaq longs and shorts via trend signals. A 40% sleeve rotates EM and Treasuries.
NutHow it works
It’s a rules-based 60/40 mix. Signals use RSI (a 0–100 “speedometer” of recent price moves; high=hot, low=cold) and moving averages (price above/below 25/200‑day trends). 60% watches SPY/QQQ: trim to cash/small shorts when hot, buy oversold tech (sometimes hedged with Treasuries/defensives), or short in weak trends. 40% rotates emerging markets vs its inverse using bond strength, and holds TLT when trending; else cash.
CheckmarkValue prop
Out-of-sample results: ~29% annualized return with ~7.6% max drawdown, Sharpe ~1.79 vs S&P 500 ~1.03, beta ~0.42, and alpha ~0.19—delivering stronger upside with far less downside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.350.240.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
536.92%10.65%-0.15%0.4%0.61
2007 @ 2.25 Sharpe - ETFs
77,356.3%43.83%1.71%0.42%2.41
Initial Investment
$10,000.00
Final Value
$7,745,629.54
Regulatory Fees
$32,138.46
Total Slippage
$206,619.25
Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Multi-asset tactical etf, trend + mean reversion, long/short, rsi & moving averages, tech/defensive rotation, treasuries, 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 toXLV, EEM, QLDandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2.25 Sharpe - ETFs" has returned 29.88%. 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.