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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

Tactical, daily ETF strategy: ~40% times US stocks (mainly QQQ) with hedges/defensives; ~60% times emerging markets (EEM) vs its inverse (EUM). Uses hot/cold (RSI) and trend filters to lean into uptrends and rotate to bonds, cash, or shorts in downturns.
NutHow it works
Two sleeves, rebalanced daily. 40% US: Uses RSI (speedometer of recent gains/losses: high=hot, low=cold) and trends (price vs its average) to: hedge when too hot (small shorts + T‑bills), buy bounces when oversold (tech), hold QQQ in uptrends or defensives (XLP/XLU) when shaky; in downtrends use Treasuries (TLT), cash (SHV), or inverse QQQ. 60% EM: Own EEM only when risk‑on signals and an uptrend are present; otherwise hold EUM (inverse EM) or T‑bills (BIL).
CheckmarkValue prop
Sharper risk-adjusted growth with far lower drawdowns. In out-of-sample tests: Sharpe 2.23 vs SPY 2.12; max drawdown 3.56% vs 5.07%; Calmar 4.78; 17% annualized return (vs SPY’s 24.7%). Strong upside with smoother, more controlled risk.

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Invest in this strategy
OOS Start Date
Jun 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, trend + mean reversion, risk-on/off, emerging markets timing, hedging with inverse etfs, momentum
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 13.99%. 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 4.30%. 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.