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Symphonies
2007 @ 2.63 Sharpe
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical playbook that rotates among tech, a curated stock basket, Treasuries, gold, cash-like T‑bills, and inverse funds using simple “heat” and trend signals—pressing offense in healthy tapes and moving defensive when markets get hot or weak.
NutHow it works
It’s a rules-based “risk-on/risk-off” plan. It watches a 0–100 heat gauge (RSI) and simple trend lines (moving averages). If indexes look overheated, it parks in T‑bills and mild shorts. If they’re washed out, it buys tech (sometimes with leverage) and/or Treasuries. In steady uptrends it holds a handpicked, lower‑volatility stock basket. In downtrends it shifts to bonds, cash, or inverse funds. A 30% sleeve rotates EM and long Treasuries.
CheckmarkValue prop
Out-of-sample edge: this strategy delivers higher risk-adjusted returns than the S&P 500. Annualized return: 28.54% vs 18.21%; Sharpe: 1.76 vs 1.01; max drawdown: 10.37% vs 18.76%; Calmar: 2.75. Dynamic risk-on/off design captures upside with protection.

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Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, risk-on/off, equities, bonds, gold, emerging markets, inverse etfs
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 @ 2.63 Sharpe" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2007 @ 2.63 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 @ 2.63 Sharpe" has returned 28.54%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2007 @ 2.63 Sharpe" is 10.37%. 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 @ 2.63 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.