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Symphonies
2007 @ 2.50 Sharpe
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 70/30 tactical mix that uses a “heat” gauge (RSI), trend filters, and bond‑vs‑stock strength to shift among cash, gold, Treasuries, long/short Nasdaq, emerging markets, and a basket of big stocks to improve risk‑adjusted returns.
NutHow it works
70%: Uses RSI (0–100 gauge of recent moves; >80 hot, <30 cold). If markets are hot, it splits: half in T‑bill cash (SHV) and half in a Nasdaq short (PSQ). If just warm, it holds gold (GLD). After sharp drops it buys the Nasdaq for rebounds (QQQ or 2x QLD). Else: uptrend → big stocks; downtrend → cash/Nasdaq long‑short/Treasuries. 30%: flips EEM (EM stocks) vs EUM (inverse) by bond‑vs‑stock strength, plus a TLT (long Treasuries) momentum/cash sleeve.
CheckmarkValue prop
Out-of-sample performance shows a strong edge vs the S&P 500: about 38.69% annualized return vs 18.21%, max drawdown 7.50% vs 18.76%, Sharpe 2.08 vs 1.01, Calmar 5.16. A dynamic, hedged strategy targeting higher risk-adjusted gains.

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Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation,long/short,momentum,mean reversion,trend following,etfs,equities,bonds,gold,emerging markets,nasdaq,relative strength
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 @ 2.50 Sharpe" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2007 @ 2.50 Sharpe" is currently allocated toEUM, NFLX, COKE, NVO, NVDA, LLY, TDG, SHV, AAPL, AMZNandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2.50 Sharpe" has returned 38.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2007 @ 2.50 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 @ 2.50 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.