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Symphonies
Bag of Wide Moats Frank'n
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A weekly, rules‑based portfolio that rides strong, high‑quality stocks (and Eli Lilly) when conditions look healthy, but shifts to hedges—short S&P 500, Treasuries, or volatility—when the market looks overheated or drops sharply.
NutHow it works
Weekly check. - About 70%: own the fastest‑rising name from a shortlist of strong stocks/ETFs—unless the S&P 500 looks overheated (then short it) or there’s a sudden drop (then use volatility or Treasuries). - About 30%: own Eli Lilly unless it looks overheated; same safety switches.
CheckmarkValue prop
Weekly rule-based momentum with hedges aims for higher out-of-sample returns vs SPY: OOS ~26.9% annualized (vs SPY ~23%), Calmar ~0.78, hedging to tame shocks. Note: OOS max drawdown ~34.7% vs SPY ~18.8%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.70.810.110.33
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
160.75%15.23%-1.77%0.2%0.81
Bag of Wide Moats Frank'n
12,640.96%104.8%-2.49%6.35%1.7
Initial Investment
$10,000.00
Final Value
$1,274,096.16
Regulatory Fees
$2,547.63
Total Slippage
$16,298.24
Invest in this strategy
OOS Start Date
Mar 2, 2023
Trading Setting
Weekly
Type
Stocks
Category
Tactical momentum, weekly rebalance, risk-managed, equities + etfs, hedged (inverse, volatility, treasuries)
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
APD
Air Products & Chemicals, Inc.
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
COST
Costco Wholesale Corp
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
ENPH
Enphase Energy, Inc.
Stocks
FLNG
FLEX LNG Ltd. Ordinary Shares
Stocks
KLAC
KLA Corporation Common Stock
Stocks
LLY
Eli Lilly & Co.
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.

"Bag of Wide Moats Frank'n" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Bag of Wide Moats Frank'n" is currently allocated toSPMD, LLY, SMandSCHA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bag of Wide Moats Frank'n" has returned 21.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Bag of Wide Moats Frank'n" is 34.70%. 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 "Bag of Wide Moats Frank'n", 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.