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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 tactical, growth‑tilted portfolio: stay in tech/financials/commodities during normal markets, but if the S&P 500 drops >5% over ~17 days, switch to T‑Bills. Within stock groups, favor the steadier names based on recent 90‑day swings.
NutHow it works
Daily check: if the S&P 500 (SPY) has fallen more than 5% from a recent peak over ~17 trading days, move 100% to BIL (short‑term T‑Bills). Otherwise: 40% in XLF (US banks), QQQ (big tech), MSTR (Bitcoin‑exposed stock); 30% in DBC (commodities); 30% in ARKK (innovation), TSLA (Tesla), NVDA (NVIDIA). Inside each stock group, it gives bigger weights to the steadier names using 90‑day volatility. It only rebalances when weights drift by about 1.6%.
CheckmarkValue prop
Out-of-sample growth with stronger risk control: ~18.8% annualized return vs SPY's ~20.8%, but max drawdown ~14.9% vs ~18.8%. Calmar ~1.26, providing a smoother, more risk-efficient ride with competitive returns.

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Invest in this strategy
OOS Start Date
Aug 5, 2023
Trading Setting
Threshold 1.62%
Type
Stocks
Category
Tactical allocation, crash trigger, growth/tech tilt, commodities hedge, inverse-vol weighting, dynamic cash
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 17.49%. 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.