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Symphonies
European JRT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based “risk dial” that shifts 70% between cash/shorts, tech, gold, long Treasuries, or a defensive European stock basket, and 30% between Emerging Markets (long or inverse) and bond momentum. It reacts to overbought/oversold and trends.
NutHow it works
Rule-based, tactical mix. It watches big indexes for “too hot/too cold” using RSI (a 0–100 gauge of buying/selling speed) and simple trend lines (moving averages). When overheated it parks in cash-like T‑bills (SHV) and mild shorts (PSQ, SH). When washed out it buys tech (XLK or 2× QQQ via QLD) and long Treasuries (TLT). In steady uptrends it holds a low‑vol basket of big European stocks (Unilever, Novo, AstraZeneca, SAP). It may also hold gold (GLD) and flip EM on/off (EEM/EUM). Uses inverse/2× ETFs—higher risk.
CheckmarkValue prop
OOS-ready risk-dial strategy: 9.5% annualized return, 13.4% max drawdown, Calmar ~0.71, Sharpe ~0.69, beta ~0.43 vs SPY. Diversified, lower downside, and compelling risk-adjusted profile vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.20.030.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
523.9%14.08%-0.78%3.09%0.87
European JRT
5,428.23%33.46%0.64%5.57%1.5
Initial Investment
$10,000.00
Final Value
$552,823.40
Regulatory Fees
$2,673.36
Total Slippage
$16,765.10
Invest in this strategy
OOS Start Date
Sep 2, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, momentum, mean reversion, hedged, inverse etfs, leverage, bonds, gold, emerging markets, european stocks
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AZN
AstraZeneca PLC
Stocks
CMBT
CMB.TECH NV
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EUM
ProShares Trust Short MSCI Emerging Markets
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
IWM
iShares Russell 2000 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.

"European JRT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"European JRT" is currently allocated toAZN, EEM, CMBT, NVO, SAP, ULandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "European JRT" has returned 9.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "European JRT" is 13.45%. 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 "European JRT", 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.