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Symphonies
Fibonacci AF | Deez | 11JUL2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A barbell: half in high‑octane 3x U.S. stock funds, sized by how calm they’ve been lately; half spread in many tiny 1.618% slices across stocks, bonds, commodities, real estate, and global markets. Rebalanced weekly.
NutHow it works
Each week: about 51% goes to three turbo stock funds (TQQQ=3x Nasdaq‑100, SOXL=3x Semis, UPRO=3x S&P 500). That 51% is split by “inverse volatility”: the one that’s been less bumpy over ~42 days gets more. The other ~49% is thirty 1.618% slices across U.S./global stocks, bonds, commodities (gold/oil), and real estate.
CheckmarkValue prop
Out-of-sample, this strategy targets ~37% annualized returns vs ~21% for the S&P 500, via a 51% core of 3x ETFs and 49% diversified slices. Inverse-vol weighting + weekly rebalance aims to lower risk; Calmar ~0.97, with ~38% max drawdown.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.012.040.940.97
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
594.88%13.93%1.36%5.73%0.84
Fibonacci AF | Deez | 11JUL2023
2,609.17%24.85%2.43%17%0.8
Initial Investment
$10,000.00
Final Value
$270,917.28
Regulatory Fees
$47.07
Total Slippage
$197.89
Invest in this strategy
OOS Start Date
Jul 11, 2023
Trading Setting
Weekly
Type
Stocks
Category
Multi-asset, weekly rebalance, inverse-vol weighting, leveraged etfs, golden ratio weights, diversified core, tech-tilted, high risk
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"Fibonacci AF | Deez | 11JUL2023" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Fibonacci AF | Deez | 11JUL2023" is currently allocated toUPRO, VSS, IEF, EEM, SOXL, VOO, UNG, MUB, USO, XLF, DBC, HYG, VNQ, LQD, SCHB, TQQQ, EFA, VTI, IYR, XLE, VWO, EWJ, SLV, XLU, GLD, TLT, SCHH, XLK, GSG, XLY, REM, AGGandVEA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Fibonacci AF | Deez | 11JUL2023" has returned 36.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Fibonacci AF | Deez | 11JUL2023" is 38.24%. 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 "Fibonacci AF | Deez | 11JUL2023", 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.