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Symphonies
Basic Portfolio | 2011-09-13
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, daily “on/off” portfolio across stocks, Treasuries, and commodities. It rides uptrends, avoids weak or overheated markets by parking in T‑bills, and sometimes hedges with volatility (VIXY). Tech‑tilted when risk is on; defensive when it’s not.
NutHow it works
Daily, money is routed into sleeves: stocks, bonds, and commodities. Signals use moving averages (trend: price vs its past average), RSI (0–100 heat gauge: >70 hot, <30 cold), and a volatility check. Stocks: mostly QQQ (big tech). If the market looks overheated, it briefly buys VIXY (volatility). In weak markets it may use SOXX/XLK (tech) or defensive SPHB/BTAL. Commodities (gold, oil, nat gas, metals) and Treasuries (TMF/TMV) turn on/off similarly; otherwise sit in T‑bills (BIL).
CheckmarkValue prop
Out-of-sample edge: 29.46% annualized return vs S&P 20.90%, higher Sharpe (~1.87 vs ~1.18), smaller drawdown (10.6% vs 18.8%), Calmar ~2.79 over 577 days. Dynamic multi-asset strategy with stronger upside and lower risk than the S&P.

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Invest in this strategy
OOS Start Date
May 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend-following, momentum, mean-reversion, volatility hedge, equities, bonds, commodities
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.

"Basic Portfolio | 2011-09-13" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Basic Portfolio | 2011-09-13" is currently allocated toXME, FCG, QQQ, DBC, GLD, TMV, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Basic Portfolio | 2011-09-13" has returned 29.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Basic Portfolio | 2011-09-13" is 10.58%. 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 "Basic Portfolio | 2011-09-13", 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.