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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 50/50 mix of stocks and “ballast” (bonds/commodities) that flips risk on/off using trend lines and a hot/cold gauge (RSI). Defaults to big tech in uptrends, hedges when overheated, and moves to defensive assets or cash‑like T‑Bills when trends weaken.
NutHow it works
Half stocks, half ballast. Stocks: In uptrends hold big‑tech; if it looks too hot (RSI = hot/cold gauge), use a volatility hedge. In weak trends toggle between aggressive stocks, a defensive long/short fund, or short‑term tech/semis bargains. Plus a small staples sleeve when it’s trending up. Ballast: Long or short long‑term Treasuries only when trends look good and calm; otherwise cash‑like T‑Bills. Plus a small sleeve in oil/commodities only in uptrends or after deep sell‑offs.
CheckmarkValue prop
Out-of-sample edge: 26.7% annualized return vs SPY 21.6%, max drawdown 10.8% vs 18.8%, Sharpe 1.71 vs 1.21, Calmar 2.48—validated over 580 days. A 50/50 stock-ballast strategy with trend/RSI hedges to capture upside and limit losses.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.20.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
650.67%15.25%1.36%5.73%0.92
Basic Portfolio | 2011-09-13
6,836.6%34.78%0.56%1.54%2.47
Initial Investment
$10,000.00
Final Value
$693,660.33
Regulatory Fees
$1,719.09
Total Slippage
$11,041.67
Invest in this strategy
OOS Start Date
May 3, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, trend following, momentum, mean reversion, sector rotation, bonds, commodities, volatility hedge, cash filter, leveraged etfs
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 toQQQ, DBC, 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 26.69%. 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, crypto, and options.