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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 switcher that hedges when stocks look overheated, buys dips when they look washed out, and otherwise rotates among 3× US stock indexes, commodities, EM bull/bear, and bond funds based on trends, volatility spikes, and bonds‑vs‑cash signals.
NutHow it works
Each day it checks a few simple cues. If the stock market looks overheated (RSI = a “how stretched is it?” gauge), it hedges with a volatility fund and T‑Bills. If markets look washed out, it buys the dip using 3× index funds. If fear surges, it parks in T‑Bills. Otherwise, if bonds beat cash it goes risk‑on in 3× stock indexes; if not, it rotates into the strongest commodities and an EM bull/bear choice. A separate sleeve rotates among bond ETFs (incl. 3× long/short) based on trend.
CheckmarkValue prop
Out-of-sample, this strategy targets ~87.5% annualized return vs SPY's ~25.3%, with a Calmar ~2.08 signaling strong risk-adjusted gains. A dynamic, rules-based regime-switcher hedges heat, buys dips, and rotates across assets for diversification.

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Invest in this strategy
OOS Start Date
Mar 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/off, momentum, mean reversion, leveraged etfs, vol hedge, commodities, bonds, em
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 Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
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 toGLTR, HYG, IVV, BNDXandDBB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bastardized Pareto's Portfolio" has returned 87.48%. 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, crypto, and options.