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(B) Michael B Meets Dalio w/ Pop Bots 2.1.0 (85/14%MDD) Since 2019 (SPY parity, with pops to upside)
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.50.680.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
151.01%14.67%-1.77%0.2%0.79
4,292.53%75.54%2.39%7.9%2.05
Initial Investment
$10,000.00
Final Value
$439,253.39
Regulatory Fees
$1,270.36
Total Slippage
$7,700.59
Invest in this strategy
OOS Start Date
Feb 22, 2023
Trading Setting
Daily
Type
Stocks
Category
N/A
Tickers in this symphonyThis symphony trades 84 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CCOR
Core Alternative Capital
Stocks
COM
Direxion Auspice Broad Commodity Strategy ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBB
Invesco DB Base Metals Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBE
Invesco DB Energy Fund
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 toSCO, KOLD, ZSL, USDU, TMF, DBA, CCOR, FNDX, VDE, QCLN, DBMF, SHY, COM, DBO, DBE, BTAL, TQQQ, SHV, VLUE, FTLS, GLL, XLU, GLD, PDBC, SCHD, VIS, RWL, FAAR, SQQQ, TYO, XLPandVTV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.55%. 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.