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Symphonies
2007 FTLT | Hedged (Public)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily‑rebalanced portfolio that replaces a basic S&P 500 core with a faster “2007” core to cut drawdowns. It rotates among stocks, cash/shorts, Treasuries, gold, and commodities, with added hedges from bond and VIX ETFs.
NutHow it works
About 70% is a fast-switching U.S. stock core driven by two gauges: (1) RSI, a 0–100 “hot/cold” meter—very hot → cut risk, very cold → buy the dip. (2) Trend vs moving averages—above = uptrend, below = downtrend. Small sleeves hedge/diversify: long/short Treasuries (TLT/TMF/TMV), volatility tools (VIX ETFs), and commodities/energy (gold, oil, ag) when trending. In stress it parks in cash/short ETFs (SHV, SH, PSQ). Rebalanced daily; some leverage used.
CheckmarkValue prop
Out-of-sample edge: drawdowns ~11.5% (vs SPY ~18.8%), Calmar ~0.71 and Sharpe ~0.58, with 8.13% annualized return. A hedged, diversified core reduces downside risk with steadier, lower-volatility growth vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.210.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
511.46%14.52%-2.54%-4.14%0.89
2007 FTLT | Hedged (Public)
5,911.65%35.9%4.13%7.3%2.61
Initial Investment
$10,000.00
Final Value
$601,165.18
Regulatory Fees
$2,296.37
Total Slippage
$14,271.54
Invest in this strategy
OOS Start Date
Sep 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, mean reversion, hedged, multi-asset, volatility-aware, commodities, bonds, leveraged/inverse etfs
Tickers in this symphonyThis symphony trades 61 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
Stocks
COST
Costco Wholesale Corp
Stocks
CPER
United States Copper Index Fund
Stocks
DBA
Invesco DB Agriculture Fund
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 FTLT | Hedged (Public)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2007 FTLT | Hedged (Public)" is currently allocated toXME, FCG, KOLD, XOP, DBA, QQQ, UUP, DBC, SHY, DBO, BTAL, SHV, XLEandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 FTLT | Hedged (Public)" has returned 12.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2007 FTLT | Hedged (Public)" is 11.49%. 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 FTLT | Hedged (Public)", 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.