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Symphonies
AI-EI-OH! | DJ Sandy Feat. Darksage & Deez | 17JUN2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Quarterly‑rebalanced mix: 60% US stocks (heavy on Nasdaq), 20% US Treasuries, and 20% gold only when it’s rising (otherwise T‑bills). Adds an extra tilt toward the most active stock indexes to adapt to changing markets.
NutHow it works
Every 3 months the mix is reset. 20% JEPQ (option‑income on Nasdaq stocks), 20% QQQ (Nasdaq‑100), 10% TLT + 10% IEF (US Treasuries). 20% is GLD (gold) only if gold’s 50‑day average price is above its 200‑day; otherwise BIL (T‑bills). The last 20% rotates among SPY (S&P 500), DIA (Dow 30), IWM (small caps), and QQQ: we rank how bumpy their last 60 days were and put 10% into the 2 bumpiest and 10% into the 3 bumpiest.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted return (Sharpe ~1.59 vs ~1.32), lower drawdown (12.5% vs 18.8%), and lower beta (~0.69). A quarterly, diversified mix with trend gold, bonds, and a tech tilt for growth with protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.030.690.860.93
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
67.62%15.54%1.36%5.73%0.91
AI-EI-OH! | DJ Sandy Feat. Darksage & Deez | 17JUN2023
57.96%13.64%2.22%8.86%1.04
Initial Investment
$10,000.00
Final Value
$15,796.02
Regulatory Fees
$0.59
Total Slippage
$3.81
Invest in this strategy
OOS Start Date
Jun 18, 2023
Trading Setting
Quarterly
Type
Stocks
Category
Multi-asset, tactical allocation, trend-following gold, growth/tech tilt, covered-call income, us treasuries, volatility rotation
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toIEF, QQQ, DIA, IWM, GLD, TLTandJEPQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.51%. 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, crypto, and options.