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Symphonies
Coca-Cola as a Hedge
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches between SPY and a defensive trio (Coca‑Cola, Pepsi, McDonald’s) based on recent performance of VTIP, a short‑term inflation‑protected Treasury bond ETF. If VTIP has been falling, hide in the trio; otherwise, stay in the broad market.
NutHow it works
- Look at the last ~10 weeks of returns for VTIP, an ETF of short-term inflation‑protected U.S. Treasury bonds. - If VTIP has been falling, treat it as a warning: hold equal amounts of Coca‑Cola (KO), Pepsi (PEP), and McDonald’s (MCD). - If VTIP is flat or rising, hold SPY (the S&P 500). - It only switches when that signal flips.
CheckmarkValue prop
Two-state rotation: SPY in calm markets; KO/PEP/MCD when VTIP signals stress. Out-of-sample: Sharpe ~1.18, return ~18.39%, max drawdown ~20.15%, beta ~0.96. Diversified, rate-shock hedge versus SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.020.870.820.91
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
508.37%14.87%2.19%5.01%0.9
Coca-Cola as a Hedge
559.79%15.59%-0.59%4.9%0.97
Initial Investment
$10,000.00
Final Value
$65,978.85
Regulatory Fees
$141.89
Total Slippage
$962.01
Invest in this strategy
OOS Start Date
Feb 22, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, defensive equities, inflation/rates signal, consumer staples tilt
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
KO
Coca-Cola Company
Stocks
MCD
McDonald's Corporation
Stocks
PEP
PepsiCo, Inc.
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
VTIP
Vanguard Short-Term Inflation-Protected Securities Index Fund
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.

"Coca-Cola as a Hedge" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Coca-Cola as a Hedge" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Coca-Cola as a Hedge" has returned 18.39%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Coca-Cola as a Hedge" is 20.15%. 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 "Coca-Cola as a Hedge", 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.