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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 rules‑driven, event‑based portfolio that leans into leaders in uptrends, buys Nasdaq dips, and hedges with cash or inverse funds when markets look overheated or weak. A 30% sleeve rotates between emerging markets and long Treasuries (or cash).
NutHow it works
70% core: If stocks look very “hot,” park half in cash‑like T‑bills and half in a small bet against the Nasdaq. If they’re just strong, hold gold. On sharp dips, buy the Nasdaq (sometimes with leverage). In clear uptrends, own a handful of strong stocks; in weak tapes, hedge or sit in cash. 30%: Half flips between Emerging Markets and its inverse using simple risk checks; half owns long Treasuries when they’re strong or washed‑out, else cash.
CheckmarkValue prop
Out-of-sample stats show the strategy beats the S&P 500 on a risk-adjusted basis: Sharpe ~1.90 vs ~1.03, annualized return ~33% vs ~18%, max drawdown ~7.5% vs ~18.8%, and beta ~0.54—delivering higher growth with far less downside.

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Invest in this strategy
OOS Start Date
Aug 18, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, momentum & mean‑reversion, hedging, multi‑asset, equities/bonds/gold/em, risk‑on/off
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMZN
Amazon.Com Inc
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

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 toNFLX, EEM, COKE, NVO, NVDA, LLY, TDG, AAPL, AMZN, TLTandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2.50 Sharpe" has returned 34.89%. 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, and options.