Skip to Content
Symphonies
Basic Portfolio | 2011-09-13
Today’s Change
—

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

About

Rules-based, daily portfolio: tech in uptrends, hedge with VIXY when markets overheat; in downtrends, buy oversold leaders or shift to hedged/risky factors; trade bonds long/short and commodity trends; park unused risk in T‑bills.
NutHow it works
Trend check (SPY vs 200‑day). Up: hold QQQ (big tech); if “too hot” (RSI = hot/cold gauge), switch to VIXY (volatility hedge). Down: buy oversold SOXX/XLK or choose SPHB (risky) vs BTAL (hedged). Small sleeve: XLP only when rising. Bonds: trade TMF/TMV (3x long/short Treasuries) in healthy trends; else BIL (T‑bills). Commodities: rules for DBC/XME (broad/metals), GLD (gold), DBO (oil), FCG or KOLD (nat gas).
CheckmarkValue prop
Out-of-sample edge: ~29.38% annual return vs ~20.38% S&P; Sharpe ~1.81 vs ~1.18; max drawdown ~10.6% vs ~18.8%; Calmar ~2.78. A diversified, rule-based, multi-asset trend strategy with hedges—higher growth, lower downside than the S&P
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.210.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
641.94%14.92%-1.77%0.2%0.91
Basic Portfolio | 2011-09-13
7,361.57%34.89%1.14%6.68%2.5
Initial Investment
$10,000.00
Final Value
$746,157.10
Regulatory Fees
$1,782.11
Total Slippage
$11,220.50
Invest in this strategy
OOS Start Date
May 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical allocation, trend-following, momentum, volatility hedge, commodities, leveraged bonds, tech tilt, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
FCG
First Trust Natural Gas ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IYY
iShares Dow Jones U.S. ETF
Stocks
KOLD
ProShares UltraShort Bloomberg Natural Gas
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"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, TMF, QQQ, DBC, DBO, GLD, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Basic Portfolio | 2011-09-13" has returned 29.13%. 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, and options.