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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

A long-term 401k/IRA portfolio mixing stocks (with value/momentum tilts and big-tech/biotech picks) with diversifiers like managed futures and gold, plus a cash-like T‑Bill sleeve. Buy-and-hold, low turnover, no margin or leverage.
NutHow it works
Put set percentages of your account in each fund and mostly hold. Stocks tilt toward “value,” “momentum,” big US tech, biotech, housing, plus small slices of energy pipelines and a healthcare REIT. A large sleeve in managed futures and a gold fund diversify. A small short‑volatility fund seeks extra carry. Cash-like T‑Bills add ballast. Rebalance occasionally. No margin or leverage.
CheckmarkValue prop
Out-of-sample Sharpe ~1.37 vs SPY ~1.09, drawdown ~12.35% vs ~18.76%, plus diversified sleeves (managed futures, gold, volatility carry). Lower raw return, but superior risk-adjusted performance and steadier compounding for a 401k/IRA.

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Invest in this strategy
OOS Start Date
Mar 29, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Multi-asset, factor investing, managed futures, alternatives, 401k/ira friendly
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 13.20%. 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.