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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 tactical, rules-based mix that adjusts stock exposure using “heat,” trend, and drop signals, hedges or shorts tech when needed, adds gold or cash when frothy, and layers in emerging-markets timing plus a Treasury momentum sleeve.
NutHow it works
A rules-based, 2-sleeve portfolio. 70% dials stock risk up/down using three dials: Heat (RSI = how “hot/cold” prices are), Trend (price vs moving averages), and Big-drops (recent % fall). It rotates among cash-like T-bills (SHV), tech long/short (QQQ, QLD, PSQ, QID), gold (GLD), or a leaders basket. 30% times emerging markets (EEM/EUM) using bond-vs-stock strength and runs a Treasury trend/mean-reversion sleeve (TLT vs SHV).
CheckmarkValue prop
Out-of-sample Sharpe 1.56 vs SPY 1.11; OOS annualized return 25.9% vs 18.1%; OOS max drawdown 7.5% vs 18.8%; Calmar 3.46; Beta 0.32. 779-day backtest. Higher risk-adjusted returns with stronger drawdown protection vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.390.220.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
628.21%11.08%1.72%4.21%0.63
2007 @ 2.35 Sharpe
189,014.88%49.07%1.31%3.95%2.43
Initial Investment
$10,000.00
Final Value
$18,911,487.50
Regulatory Fees
$50,802.99
Total Slippage
$444,882.59
Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical multi-asset, trend-following, mean-reversion, hedged equities, risk-managed, etf rotation
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
AAPL
Stocks
AGG
Stocks
COKE
Stocks
COST
Stocks
EEM
Stocks
EUM
Stocks
GLD
Stocks
IEI
Stocks
IGIB
Stocks
IOO
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 25.91%. 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.
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