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Symphonies
Event Horizon Portfolio 22 (401k / IRA - No Margin, No Trading, No leverage) BT: 3/8/2022 | @siliconacid_41
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Diversified 401k/IRA portfolio mixing factor‑tilted stocks and select leaders with managed futures, gold, T‑bills, and small short‑vol/long‑short sleeves to balance growth with drawdown defense. No margin or explicit leverage.
NutHow it works
A long-term, 401k/IRA‑friendly mix. Roughly: 56% stocks tilted to value/momentum (US & int’l), plus mega‑cap tech, biotech, REITs and energy pipelines; 26% trend‑following managed‑futures funds; 6% T‑bills; 6% gold; 3.5% short‑vol; 2.8% multi‑asset long/short. Rebalance back to targets over time.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.37 vs SPY 1.09, Calmar ~1.23, max drawdown 12.4% vs 18.8%, beta ~0.57. Lower risk, resilient growth, and better downside protection than the S&P 500—an attractive retirement core.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.530.740.86
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
74.01%14.96%-0.15%0.4%0.88
Event Horizon Portfolio 22 (401k / IRA - No Margin, No Trading, No leverage) BT: 3/8/2022 | @siliconacid_41
93.35%18.06%0.76%6.16%1.57
Initial Investment
$10,000.00
Final Value
$19,335.11
Regulatory Fees
$0.15
Total Slippage
$1.90
Invest in this strategy
OOS Start Date
Mar 29, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Multi-asset, factor tilts, managed futures, alternatives, equities, gold, volatility carry, 401k/ira
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CTA
Simplify Managed Futures Strategy ETF
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
EYLD
Cambria Emerging Shareholder Yield ETF
Stocks
FLSP
Franklin Systematic Style Premia ETF
Stocks
GOOG
Alphabet Inc. Class C Capital Stock
Stocks
IAUM
iShares Gold Trust Micro
Stocks
IMOM
Alpha Architect International Quantitative Momentum 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toMETA, QMOM, LEN/B, MLPA, IAUM, NVO, FLSP, SVXY, DBMF, NVDA, CTA, GOOG, LLY, AAPL, QVAL, AMZN, IMOM, EYLD, IVAL, MSFT, BIL, OHIandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 14.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.35%. 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 the symphony, 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.