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Symphonies
(A) Hold my Cash Long-Term | Lower Volatility Weighting (91/5.6%MDD) 2021 - combo
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A cash‑first, rule‑based portfolio that parks in T‑bills, adds volatility hedges when markets are overheated, buys brief tech dips, and rotates into Treasuries, gold, or commodities when they trend—aiming for smoother returns and low drawdowns.
NutHow it works
Most money sits in short‑term Treasuries (BIL/SHV/SHY). The system watches: 1) Heat (RSI, a 0–100 “hot/cold” score), 2) Trend (price vs its moving average), 3) Bonds vs stocks strength. If stocks are hot, it adds fear hedges (UVXY/VIXY, BTAL). On sharp sell‑offs, it nibbles at tech rebound funds (TQQQ/TECL/XLK). When risk is poor, it favors Treasuries (TLT/TMF) or gold/commodities (GLD, DBC/DBO). Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy targets ~20.5% annual return with a 10.2% max drawdown (vs S&P ~18.8%), beta ~0.73, Sharpe ~1.12, and Calmar ~2.01—offering stronger risk-adjusted upside and tighter downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.350.140.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
622.94%14.87%6.16%5.09%0.92
(A) Hold my Cash Long-Term | Lower Volatility Weighting (91/5.6%MDD) 2021 - combo
87,787.12%60.83%3.07%3.62%3.2
Initial Investment
$10,000.00
Final Value
$8,788,711.90
Regulatory Fees
$26,658.99
Total Slippage
$170,927.59
Invest in this strategy
OOS Start Date
Nov 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Cash-heavy, defensive, multi-asset, tactical, volatility-hedged, bonds, commodities, tech-dip-buys, daily-rebalance
Tickers in this symphonyThis symphony trades 105 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AIA
iShares Asia 50 ETF
Stocks
BGX
Blackstone Long-Short Credit Income Fund
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
BWZ
SPDR Bloomberg Short Term International Treasury Bond ETF
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXME, FCG, IEF, EUM, KOLD, TMF, XOP, DBA, UUP, DBC, SHY, DBO, BTAL, ICLN, SHV, EDZ, XLE, SH, VIXY, GLD, TLT, UVXY, TAN, TMV, BIL, SQQQ, FANandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 10.22%. 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 the symphony, 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.