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Symphonies
Bastardized Pareto's Portfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based switch: hedge with T‑bills/volatility when markets look overheated, buy 3x stock ETFs when oversold, and otherwise rotate into commodity leaders, EM bull/bear, and long/short Treasuries based on simple trend and momentum checks.
NutHow it works
Daily checks for “too hot/too cold” using RSI (a speedometer of recent price moves: high=overheated, low=beaten‑down). - Too hot: hide in T‑bills (BIL) + volatility (VIXY). - Too cold: buy 3x stock funds (UPRO/TQQQ/SOXL). - In‑between: if bonds > cash, hold 3x S&P/Nasdaq/Dow; else rotate into top commodities (DBC/PDBC/etc), an EM bull/bear (EDC/EDZ), and long/short Treasuries (TMF/TMV) using trend.
CheckmarkValue prop
Out-of-sample, this strategy delivers stronger risk-adjusted upside than the S&P: ~92% annualized return, Calmar ~2.20, and Sharpe ~1.2, with diversified exposure to commodities, EM, and rate hedges. Note higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.971.380.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
224.04%14.19%-1.77%0.2%0.81
Bastardized Pareto's Portfolio
1,270,556.48%190.5%-2.54%-10.52%2.42
Initial Investment
$10,000.00
Final Value
$127,065,648.34
Regulatory Fees
$386,050.00
Total Slippage
$2,741,155.23
Invest in this strategy
OOS Start Date
Mar 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, trend/momentum, risk-on/off, volatility hedge, leveraged etfs, commodities rotation, bonds/duration
Tickers in this symphonyThis symphony trades 44 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BNDX
Vanguard Total International Bond ETF
Stocks
BWX
SPDR Bloomberg International Treasury Bond ETF
Stocks
COM
Direxion Auspice Broad Commodity Strategy ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBB
Invesco DB Base Metals Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
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.

"Bastardized Pareto's Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Bastardized Pareto's Portfolio" is currently allocated toDBC, TBT, PDBC, TMVandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bastardized Pareto's Portfolio" has returned 52.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Bastardized Pareto's Portfolio" is 41.97%. 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 "Bastardized Pareto's Portfolio", 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.