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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

A quarterly 60/20/20 mix: US stocks (tech‑tilted, with an extra tilt to the most active indexes), a rules‑based gold‑or‑cash sleeve, and Treasuries, plus an income cushion via JEPQ. Aims to adapt across market conditions.
NutHow it works
Every 3 months it resets: - 20% JEPQ (Nasdaq stocks with options income). - 20% QQQ (big tech/growth). - 10% TLT + 10% IEF (US Treasury bonds). - 20% GLD (gold) if its 50‑day avg price > 200‑day avg (uptrend); otherwise BIL (T‑Bills/cash‑like). - 20% to the 3 most “bouncy” of SPY (S&P 500), DIA (Dow), IWM (small caps), QQQ—giving extra to the top 2.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted return: Sharpe ~1.72 vs ~1.32, annualized return ~21.17% vs ~21.07%, max drawdown ~12.5% vs ~18.8%, and beta ~0.69—lower risk with similar or higher upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.690.840.92
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
68.29%14.62%-0.15%0.4%0.88
AI-EI-OH! | DJ Sandy Feat. Darksage & Deez | 17JUN2023
65.43%14.11%1.82%4.73%1.08
Initial Investment
$10,000.00
Final Value
$16,542.86
Regulatory Fees
$0.63
Total Slippage
$3.97
Invest in this strategy
OOS Start Date
Jun 18, 2023
Trading Setting
Quarterly
Type
Stocks
Category
Multi-asset, tactical allocation, trend-following gold, volatility tilt, income (covered calls), us equities, treasuries, quarterly rebalance
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
JEPQ
J.P. Morgan Nasdaq Equity Premium Income ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ 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.

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

Year-to-date, the symphony has returned 19.77%. 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, and options.