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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, diversified portfolio: half growth-tilted stocks that hedge when markets look overheated, plus a small staples tilt; half “ballast” that tactically goes long/short Treasuries and owns commodities only when trends are favorable.
NutHow it works
Portfolio splits: 50% stocks, 40% bonds, 10% commodities. Stocks: ~40% swings between QQQ (Nasdaq-100) and VIXY (volatility hedge) using trend lines (moving averages) and an RSI score (0–100; high=overheated, low=washed-out). In downtrends it may pick SOXX/XLK (tech/semis on deep dips) or rotate BTAL (defensive) vs SPHB (aggressive). Extra 10% buys XLP (consumer staples) only if uptrend; else BIL (T-bills cash). Bonds: rules choose TMF (3x long Treasuries), TMV (3x short), or BIL based on trend/volatility. Commodities: DBC/DBO when trending; else BIL.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted gains vs S&P 500. Avg return ~25.5% vs 21%, Sharpe ~1.59 vs 1.21, max drawdown ~10.8% vs 18.8%, beta ~0.33. Diversified, rules-based, hedged for steadier growth.

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Invest in this strategy
OOS Start Date
May 3, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, momentum and trend, risk-on/risk-off, volatility hedge, leveraged etfs, long/short bonds, commodities, tech tilt, defensive tilt
Tickers in this symphonyThis symphony trades 19 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
IYY
iShares Dow Jones U.S. ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 toTMF, QQQ, DBC, DBO, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Basic Portfolio | 2011-09-13" has returned 26.14%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Basic Portfolio | 2011-09-13" is 10.76%. 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.