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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

Tech-led, 80/20 tactical portfolio: hold QQQ in uptrends, switch to a volatility hedge if markets look overheated; in weak markets use selective tech/semis or defensive factor tilts. A small bond/commodity trend sleeve and cash are used when trends fade.
NutHow it works
About 80% rides US stocks. In uptrends it holds QQQ (big tech). If many stock signals look “too hot,” it briefly flips to a fear hedge (VIXY). In weak markets it may try oversold tech/semis or switch between high-beta stocks (SPHB) and a defensive long/short fund (BTAL). The other ~20% mostly follows bond trends (TMF/TMV) with a small commodity trend sleeve (oil DBO, broad DBC). Cash (BIL) is used when trends are weak. RSI = a 0–100 heat gauge; MAs = trend lines.
CheckmarkValue prop
Out-of-sample edge: 25.54% annualized vs SPY 21.05%; Sharpe 1.59 vs 1.21; Calmar 2.37; max drawdown 10.76% vs 18.76%; beta 0.33. Tech-led trend with hedges (VIXY) and bond/commodity ballast aims for higher return with lower risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.190.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
653.72%15.01%-0.15%0.4%0.91
Basic Portfolio | 2011-09-13
7,219.35%34.62%0.59%5.52%2.44
Initial Investment
$10,000.00
Final Value
$731,934.65
Regulatory Fees
$1,807.29
Total Slippage
$11,585.01
Invest in this strategy
OOS Start Date
May 3, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical multi-asset, momentum, trend-following, mean-reversion, volatility hedge, equities, bonds, commodities, leveraged etfs
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 26.51%. 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.