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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, rule-based, risk-on/risk-off portfolio that uses simple “hot/cold” signals, volatility spikes, and rate trends to rotate across 3x U.S. equities, T‑Bills, VIX hedge, top commodities, tactical EM long/short, and dynamic Treasury bets (TMF/TMV).
NutHow it works
Each day it checks simple signals to pick a playbook. RSI (0–100 “heat meter”): >~80 = too hot, <~30 = too cold. • Too hot (QQQ/SPY/sectors): hold 50% VIXY (volatility hedge) + 50% T‑Bills (BIL). • Too cold: buy 3x rebounds (SOXL/TQQQ/UPRO). • Vol spike: sit in BIL. Else pick by rates: if bonds (BND) beat cash (BIL), hold 3x U.S. stocks (UPRO/TQQQ/UDOW); otherwise rotate to top commodities + a tactical EM long/short tilt. A separate bond sleeve flips between 3x long/short Treasuries (TMF/TMV) via trend/RSI.
CheckmarkValue prop
Out-of-sample annualized return ~92% vs S&P ~25%; Calmar ~2.20 and Sharpe ~1.20 signal strong risk-adjusted upside. Daily risk-on/risk-off rotations across equities, hedges, bonds, and commodities offer diversification beyond the S&P (drawdowns can be larger in crises).

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Invest in this strategy
OOS Start Date
Mar 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,multi-asset,momentum,rsi,trend-following,volatility hedge,leveraged etfs,risk-on/risk-off,daily rebalance
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 toUPRO, TQQQandUDOW. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bastardized Pareto's Portfolio" has returned 58.92%. 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.