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Symphonies
2007 @ 2.35 Sharpe
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, risk-on/risk-off ETF strategy. 70% tactically trades the Nasdaq/S&P with overbought/oversold and trend rules; 30% rotates between Emerging Markets and long Treasuries. Seeks strong returns with gentler swings.
NutHow it works
70% Core: If stocks look extremely hot (RSI = a 0–100 “heat” gauge), hold half T‑bills (SHV) + half a mild Nasdaq short (PSQ). If not, sometimes tilt to gold (GLD). Buy the Nasdaq on sharp dips (QQQ, or 2x QLD when very washed‑out). In uptrends, hold a low‑vol basket (AAPL, LLY, NVO, COST, COKE). In downtrends, rotate among cash, short‑Nasdaq (PSQ/QID), or a quick long (QLD) using bond‑vs‑stock strength. 30% Alts: Switch between Emerging Markets up (EEM) or down (EUM) based on bond strength and trend. Own long Treasuries (TLT) on momentum or when oversold; otherwise T‑bills (SHV).
CheckmarkValue prop
Out-of-sample Sharpe ~1.85 vs S&P ~1.03; annualized return ~32% vs ~18%; max drawdown ~7.5% vs ~18.8%; Calmar ~4.28. Diversified risk-on/risk-off strategy aiming higher upside with smoother, lower drawdowns than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.40.230.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
533.36%10.61%0.54%-0.34%0.61
2007 @ 2.35 Sharpe
179,150.78%50.57%1.67%3.36%2.48
Initial Investment
$10,000.00
Final Value
$17,925,078.44
Regulatory Fees
$54,764.19
Total Slippage
$368,232.82
Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, etf rotation, trend following, mean reversion, long/short, risk-on/risk-off
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
Stocks
COST
Costco Wholesale Corp
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

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 @ 2.35 Sharpe" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2007 @ 2.35 Sharpe" is currently allocated toEEM, COKE, NVO, LLY, AAPL, TLTandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2.35 Sharpe" has returned 32.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2007 @ 2.35 Sharpe" is 7.50%. 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 @ 2.35 Sharpe", 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.