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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, rules-based portfolio that shifts among growth stocks, cash, gold, bonds, and tactical Nasdaq longs/shorts using “hot/cold” and trend signals to seek steadier returns with drawdown defense.
NutHow it works
70% trades U.S. stocks using simple “hot/cold” and trend gauges: when markets are very hot, go half cash (SHV) and half a mild Nasdaq short (PSQ); on deep dips, buy QQQ/QLD; in healthy uptrends, hold a low‑vol basket of winners; in downtrends, hedge/short. 30% flips between Emerging Markets (EEM or inverse EUM) and long Treasuries (TLT) or cash, based on momentum.
CheckmarkValue prop
Out-of-sample edge: annualized return ~38.5% vs 18.2% for SPY, Sharpe ~2.07 vs ~1.01, drawdown ~7.5% vs ~18.8%, and lower beta (~0.55). A rules-based, risk-managed mix aimed at bigger upside with less downside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.270.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
534.4%10.77%1.36%5.73%0.61
2007 @ 2.50 Sharpe
332,644.54%56.67%1.89%6.6%2.64
Initial Investment
$10,000.00
Final Value
$33,274,454.16
Regulatory Fees
$91,216.43
Total Slippage
$619,091.82
Invest in this strategy
OOS Start Date
Aug 18, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, long/short etfs, risk-managed growth
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 38.50%. 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.