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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 70/30 tactical mix: ride recent winners among a curated set of “wide‑moat” leaders while keeping a dedicated Eli Lilly sleeve. When markets overheat or lurch lower, rotate to SHY (cash‑like Treasuries), SH (inverse S&P), or VIXM (volatility). Weekly rebalancing.
NutHow it works
Rebalanced weekly. 70% “Moat Surfer”: If the S&P 500 looks overheated (RSI—short‑term heat meter—very high), hedge with SH (goes up when S&P falls). If a rapid 5‑day drop >12% hits, use VIXM (volatility spike hedge). Otherwise own the single recent winner from a list of high‑quality stocks/indices. 30% “Melt Up”: hold Eli Lilly (LLY) unless its RSI is very high; then park in SHY (short‑term Treasuries) or SH if the S&P is overheated.
CheckmarkValue prop
Out-of-sample edge: 23.15% annualized return vs SPY 22.94%, ~0.06% alpha, Sharpe ~0.79 and Calmar ~0.67. A tactical moat-rotation with hedges aims for stronger risk-adjusted gains; note drawdowns may run hotter (~34.7% vs 18.8%).

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Invest in this strategy
OOS Start Date
Mar 2, 2023
Trading Setting
Weekly
Type
Stocks
Category
Momentum, trend-following, tactical allocation, wide-moat stocks, risk management, inverse etf, treasuries, volatility hedge, weekly rebalancing
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 toENPH, SPMD, SLB, LLY, SGMLandSCHA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bag of Wide Moats Frank'n" has returned 23.15%. 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, crypto, and options.