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Symphonies
Investment Principles | Deez | 5AUG2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A growth‑tilted, commodities‑backed portfolio that flips entirely to T‑bills if the S&P 500 falls >5% over ~17 days. In risk‑on, positions are sized larger for steadier names using recent volatility to help control risk.
NutHow it works
Risk switch: If the S&P 500 (SPY) drops >5% from a recent high over ~17 trading days, move 100% to short‑term T‑bills (BIL). Otherwise hold: 40% in XLF (financials), QQQ (Nasdaq‑100), MSTR (MicroStrategy/Bitcoin proxy) sized by steadiness; 30% DBC (broad commodities); 30% in ARKK (innovation), TSLA (Tesla), NVDA (Nvidia) sized by steadiness. Rebalance on ~1.6% drift.
CheckmarkValue prop
Out-of-sample: Calmar 1.26 and max drawdown 14.88% vs SPY’s 18.76%, with solid risk-adjusted returns. SPY’s annualized return is higher (20.81% vs 18.79%), but this strategy offers smoother growth and better downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.50.320.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
292.48%13.25%-1.77%0.2%0.79
Investment Principles | Deez | 5AUG2023
508.17%17.86%5.88%4.91%1.11
Initial Investment
$10,000.00
Final Value
$60,816.65
Regulatory Fees
$51.77
Total Slippage
$305.74
Invest in this strategy
OOS Start Date
Aug 5, 2023
Trading Setting
Threshold 1.62%
Type
Stocks
Category
Tactical asset allocation, drawdown trigger, inverse-volatility sizing, growth tilt, commodities sleeve, risk-on/risk-off, cash hedge
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
ARKK
ARK Innovation ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
MSTR
Strategy Inc Common Stock Class A
Stocks
NVDA
Nvidia Corp
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TSLA
Tesla, Inc. Common Stock
Stocks
XLF
State Street Financial 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.

"Investment Principles | Deez | 5AUG2023" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Investment Principles | Deez | 5AUG2023" is currently allocated toARKK, QQQ, XLF, DBC, NVDA, MSTRandTSLA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Investment Principles | Deez | 5AUG2023" has returned 17.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Investment Principles | Deez | 5AUG2023" is 14.88%. 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 "Investment Principles | Deez | 5AUG2023", 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.