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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: about half cash, half invested. Inside the invested half, a volatility‑sized 3x growth sleeve plus tiny (1.618% each) slices of many stock, bond, commodity, real‑estate, and sector ETFs. Weekly rebalance; growth sleeve is high risk.
NutHow it works
Rebalances weekly. ~50% stays in cash. The other half: 51.46% goes to a trio of 3x ETFs—TQQQ (Nasdaq‑100), SOXL (semis), UPRO (S&P 500)—with more weight on the one that was calmer over the last ~42 trading days. The remaining 48.54% is split equally (1.618% each) across broad U.S. stocks, bonds, commodities (gold/silver/oil), international stocks, real estate, and sector funds.
CheckmarkValue prop
Out-of-sample, this strategy targets ~38.8% annualized returns vs ~21% for the S&P, with a cash overlay and adaptive 3x sleeve to balance upside and risk. Strong risk-adjusted potential, plus weekly rebalancing to adapt to market regimes.

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Invest in this strategy
OOS Start Date
Jul 11, 2023
Trading Setting
Weekly
Type
Stocks
Category
Multi-asset barbell,cash overlay,leveraged etfs,inverse-vol weighting,weekly rebalance,diversified core,growth tilt
Tickers in this symphonyThis symphony trades 33 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EWJ
iShares MSCI Japan ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GSG
iShares S&P GSCI Commodity-Indexed Trust
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IYR
iShares U.S. Real Estate 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.

"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 32.96%. 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, and options.