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Symphonies
(B+) 2008 Build (52/11% MDD) Since 2008
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based, three‑bucket portfolio that blends trend and mean‑reversion: buy big‑tech growth on dips, hold growth in uptrends, and hedge or sit in cash/treasuries when markets overheat or turn down; includes an EM swing sleeve.
NutHow it works
Your money is split into 3 buckets: 60% Core US stocks, 20% Emerging Markets, 20% Long‑term Treasuries. Each day it reads two dials: a heat meter (RSI, 0–100; high=too hot, low=washed out) and a trend line (moving average). - When too hot, it hedges with funds that rise if stocks fall. - After sharp drops, it buys big‑tech growth for rebounds. - In uptrends it stays in growth; in downtrends it shifts to cash/bonds/hedges. It may add gold/oil when the S&P is warm.
CheckmarkValue prop
Out-of-sample edge: 36.4% annualized return with 13.96% max drawdown and Calmar 2.61, vs S&P 17.8% and 18.8% drawdown. Sharpe ~1.73 vs ~0.96. Lower beta, diversified growth/defense, daily risk management.

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Invest in this strategy
OOS Start Date
Jan 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend + mean reversion, inverse etfs, multi-asset, daily rebalanced, risk-managed
Tickers in this symphonyThis symphony trades 30 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DBE
Invesco DB Energy Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
DLN
WisdomTree U.S. LargeCap Dividend Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EUM
ProShares Trust Short MSCI Emerging Markets
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
IGSB
iShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF
Stocks
IOO
iShares Global 100 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.

"(B+) 2008 Build (52/11% MDD) Since 2008" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"(B+) 2008 Build (52/11% MDD) Since 2008" is currently allocated toEUM, QLD, MGKandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "(B+) 2008 Build (52/11% MDD) Since 2008" has returned 30.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "(B+) 2008 Build (52/11% MDD) Since 2008" is 13.96%. 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 "(B+) 2008 Build (52/11% MDD) Since 2008", 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.