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Symphonies
2007 @ 2.72 Sharpe | 6/27/25
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based portfolio that buys growth (QQQ, EM) in uptrends and after sharp dips, but quickly shifts to defensive sectors, T‑Bills/Treasuries, gold, or mild shorts when markets get hot or fall. EM exposure is “delevered” and toggled by cross‑asset strength.
NutHow it works
What it does, in plain English: - Split in two: ~40% times US tech (QQQ); ~60% flips EM stocks (EEM) on/off. - Two simple tools drive it: (1) a “heat meter” (RSI 0–100). Very hot (>~80) → take chips off/hedge; very cold (<~30) → buy dips. (2) A trend line (moving average). Above it = uptrend; below = protect. - In uptrends it holds QQQ/tech. If weak or overheated, it rotates to staples/utilities (XLP/XLU), gold (GLD), Treasuries (TLT), T‑Bills (SHV/BIL), or mild shorts (PSQ/SH/QID). EM sleeve uses the same ideas plus bond‑vs‑stock strength (IGIB, IEI/IEF, IWM, DBE, DLN) to choose EEM or EUM.
CheckmarkValue prop
Two-sleeve, rules-based strategy shows better out-of-sample risk-adjusted results: Sharpe 2.23 vs 2.12; drawdown 3.56% vs 5.07%; beta ~0.45; positive alpha; Calmar ~4.78. Combines growth/EM with risk controls to beat the S&P on risk-adjusted terms.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.350.240.120.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
523.58%10.5%-1.77%0.2%0.6
2007 @ 2.72 Sharpe | 6/27/25
87,325.69%44.68%-3.01%-1.55%2.69
Initial Investment
$10,000.00
Final Value
$8,742,569.18
Regulatory Fees
$40,322.44
Total Slippage
$259,897.60
Invest in this strategy
OOS Start Date
Jun 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, risk-on/risk-off, emerging markets, defensive rotation, inverse etfs
Tickers in this symphonyThis symphony trades 31 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BBH
VanEck Biotech ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DBE
Invesco DB Energy Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DLN
WisdomTree U.S. LargeCap Dividend Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EUM
ProShares Trust Short MSCI Emerging Markets
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury 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 @ 2.72 Sharpe | 6/27/25" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2007 @ 2.72 Sharpe | 6/27/25" is currently allocated toEUM, EEM, XLUandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 @ 2.72 Sharpe | 6/27/25" has returned 12.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2007 @ 2.72 Sharpe | 6/27/25" is 5.00%. 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 @ 2.72 Sharpe | 6/27/25", 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.