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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

Rules-driven strategy since 2007 that flips between cash, long/short Nasdaq, a quality stock basket, gold, emerging markets, and Treasuries using simple “hot/cold” and trend signals to aim for high returns with controlled drawdowns.
NutHow it works
A 70/30 rules-based mix that watches “hot/cold” gauges (RSI = recent buying vs selling; high = too hot, low = washed out) and trend lines (moving averages). It rotates among: cash (SHV), short or long Nasdaq (PSQ/QID vs QQQ/QLD), a quality stock basket (AAPL, COST, LLY, NVO, COKE), gold (GLD), emerging markets (EEM/EUM), and Treasuries (TLT), depending on whether markets look overheated, oversold, or trending.
CheckmarkValue prop
Out-of-sample edge: ~36.7% annualized return vs SPY ~18.2%, Sharpe ~2.0 vs ~1.0, max drawdown ~7.5% vs ~18.8%, and beta ~0.45. Diversified, rules-based rotation aims for higher growth with lower risk than the S&P 500.
1M
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YTD
1Y
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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
534.4%10.77%1.36%5.73%0.61
2007 @ 2.35 Sharpe
173,619.92%51.13%4.58%11.95%2.49
Initial Investment
$10,000.00
Final Value
$17,371,991.91
Regulatory Fees
$49,373.59
Total Slippage
$330,914.92
Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation,momentum,mean reversion,trend following,long/short,multi-asset,etf rotation,risk management
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 @ 2.35 Sharpe" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "2007 @ 2.35 Sharpe" has returned 36.74%. 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, crypto, and options.