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Symphonies
AGG Indicator with Tangency 18
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based, tech‑tilted, multi‑asset strategy. It adds risk when major indexes trend up and aren’t “too hot,” and cuts risk or hedges when stress builds. Uses Treasuries, gold, cash, volatility funds, and shorts as airbags; also trend‑follows commodities.
NutHow it works
Each day it checks three things: trend (are SPY/QQQ above their 50–200‑day averages?), heat (RSI: how “hot/cold” recent moves are), and stress (VIX). If risk looks good, it leans into growth/tech (sometimes 2–3x, or short‑vol). If it’s too hot or stressed, it shifts to “airbags” (VIX funds, shorts), Treasuries/cash, gold, or low‑vol/market‑neutral. It also trend‑follows oil, gas, metals, and the dollar. Bonds flip with rates.
CheckmarkValue prop
Out-of-sample, this strategy outperforms on risk-adjusted terms: Sharpe 1.49 vs 0.89, Calmar 2.39, max drawdown 3.6% vs 18.8%, while offering downside protection through hedges (treasuries, gold, volatility).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.150.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
591.69%14.65%0.54%-0.34%0.91
AGG Indicator with Tangency 18
2,151.87%24.63%-0.35%-0.91%2.86
Initial Investment
$10,000.00
Final Value
$225,187.27
Regulatory Fees
$1,415.01
Total Slippage
$8,663.43
Invest in this strategy
OOS Start Date
Nov 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, regime-switching, momentum, mean-reversion, hedged, volatility-hedge, commodities, bonds, leveraged etfs, tactical
Tickers in this symphonyThis symphony trades 98 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.

"AGG Indicator with Tangency 18" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"AGG Indicator with Tangency 18" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "AGG Indicator with Tangency 18" has returned 7.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "AGG Indicator with Tangency 18" is 3.63%. 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 "AGG Indicator with Tangency 18", 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.