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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 proof: this strategy targets ~35.8% annualized return vs. 18.2% for the S&P, with a Sharpe around 2.05 vs 1.01 and max drawdown ~7.6% vs ~18.8%. Balanced, hedged, and smarter at riding trends than the S&P.
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
534.4%10.77%1.36%5.73%0.61
2007 @ 2.25 Sharpe - ETFs
77,034.41%44.49%0.52%8.95%2.43
Initial Investment
$10,000.00
Final Value
$7,713,441.18
Regulatory Fees
$28,867.92
Total Slippage
$184,726.71
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 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 @ 2.25 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, XLV, SHV, QLDandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2.25 Sharpe - ETFs" has returned 35.85%. 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.