Skip to Content
Symphonies
Coca-Cola as a Hedge
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Simple switch: stay in SPY unless a short‑term TIPS fund (VTIP) has fallen over ~50 days. If it has, rotate into an equal mix of Coca‑Cola, Pepsi, and McDonald’s for defense. Minimal trading, with a ~10% drift band.
NutHow it works
It watches a short‑term inflation‑protected Treasury fund (VTIP). If VTIP lost money over the last ~50 trading days, it shifts into three steady, brand‑heavy “defensive” stocks—Coca‑Cola (KO), Pepsi (PEP), and McDonald’s (MCD)—split evenly. Otherwise it holds the broad U.S. stock market (SPY). It rebalances only when holdings drift ~10% or the rule flips.
CheckmarkValue prop
Rule-based strategy hedges SPY exposure: VTIP down triggers rotation to KO/PEP/MCD; otherwise stay in SPY. OOS Sharpe ~1.18, Calmar ~0.92—solid risk-adjusted performance with regime diversification vs. 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
499.27%14.59%0.54%-0.34%0.89
Coca-Cola as a Hedge
549.91%15.29%0.54%-3.05%0.96
Initial Investment
$10,000.00
Final Value
$64,991.47
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 allocation, defensive equity, consumer staples, inflation/real-rate signal, spy vs ko/pep/mcd, rule-based
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
State Street 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 17.21%. 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, and options.