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Symphonies
Bank + Insurance Portfolio - LBT l 2 July 2007
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Half sits in T‑Bills (BIL). The rest toggles between: QLD (2x Nasdaq‑100) on deep dips, IEF/TLT (US Treasuries) when markets are jumpy, or XLP+VIG (defensive stocks) when calm—guided by a simple “heat meter” (RSI) and recent volatility.
NutHow it works
1) Split: 50% in BIL (T‑Bills), 50% into the strategy. 2) Business sleeve (half of strategy): 50% IEF (7–10Y Treasuries) + 50% Equities: if QLD’s heat‑meter (RSI 0–100) is very low (<28) buy QLD (2x Nasdaq‑100); if markets are jumpy (big recent swings in QQQ/SPY) hold IEF; else hold XLP (staples) + VIG (dividend growers). 3) Bets sleeve (other half): when drops/vol are high, quickly flip between QLD and TLT (20+Y); when calm, 3 tiny checks either add QLD or keep cash (BIL).
CheckmarkValue prop
Compelling, risk-aware strategy: 50% cash-like BIL + 50% tactical sleeve with QLD/Treasuries/defensive picks. Out-of-sample Sharpe ~1.70 vs S&P ~1.50; max drawdown ~9.3% vs ~18.8%; Calmar ~2.35. Higher risk-adjusted upside with downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.510.680.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
529.9%10.46%1.36%5.73%0.6
Bank + Insurance Portfolio - LBT l 2 July 2007
2,160.15%18.36%3.11%7.32%1.43
Initial Investment
$10,000.00
Final Value
$226,014.93
Regulatory Fees
$505.98
Total Slippage
$2,407.51
Invest in this strategy
OOS Start Date
Nov 8, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, volatility filter, dip buying, bonds hedge, cash buffer, leveraged tech tilt
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toBIL, IEF, QLD, VIGandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 21.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.27%. 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, crypto, and options.