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Symphonies
Inflation Spiral Hedge
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based “inflation alarm” portfolio: if long‑term rates are surging, it shifts into commodities, gold, energy, healthcare, and short long‑bonds (plus a big tilt to the most active asset). Otherwise, it stays in QQQ (big US tech).
NutHow it works
Each day it asks: are long‑term Treasury prices plunging? It checks if TBT (a fund that rises when long bonds fall) is up ≥10% over ~3 months. If yes: 50% in DBC (commodities), GLD (gold), TBF (short long Treasuries), XLE (energy), XLV (healthcare), and 50% in whichever of those (or QQQ: big US tech) moved most in 2 weeks. If no: 100% QQQ. Rebalances daily.
CheckmarkValue prop
Out-of-sample return ~20.5%/yr with Sharpe ~1.09 and Calmar ~0.90—competitive with the S&P. Inflation hedge (commodities, gold, energy, healthcare, short Treasuries) plus a tech tilt otherwise. Drawdown ~22.8% vs ~18.8% SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.0710.770.88
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
788.79%14.32%2.19%5.01%0.87
Inflation Spiral Hedge
2,419.93%21.85%1.69%3.68%1.11
Initial Investment
$10,000.00
Final Value
$251,992.74
Regulatory Fees
$507.53
Total Slippage
$3,219.48
Invest in this strategy
OOS Start Date
Aug 5, 2023
Trading Setting
Daily
Type
Stocks
Category
Inflation hedge, commodities, gold, energy, healthcare, short treasuries, tactical, volatility tilt, qqq, rules-based, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TBT
ProShares Trust UltraShort Lehman 20+ Year Treasury
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XLV
State Street Health Care Select Sector SPDR 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.

"Inflation Spiral Hedge" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Inflation Spiral Hedge" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Inflation Spiral Hedge" has returned 20.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Inflation Spiral Hedge" is 22.77%. 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 "Inflation Spiral Hedge", 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.