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Symphonies
Least fit overfit
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, multi‑asset plan: leans into tech-heavy growth when markets are calm, pivots to bonds, cash, dollar, staples, and gold when volatility rises, follows trends in commodities/gold, and can opportunistically bet against long‑duration bonds when rates climb.
NutHow it works
It shifts money among stocks, bonds, cash, gold, the U.S. dollar, and commodities based on how “jumpy” prices have been and on simple 2–4 month trends. Calm stocks → a 2x tech-leaning fund. Jumpy stocks → broad stocks plus hedges (staples, a market‑neutral hedge, cash). Bonds rotate between longer/shorter Treasuries, with levered long‑Treasuries only when calm; otherwise it parks in cash/dollar/gold/staples. It can briefly bet against long bonds if rates are rising.
CheckmarkValue prop
Out-of-sample: higher risk-adjusted return, lower drawdowns, and less market beta than the S&P. Sharpe 1.51 vs 1.40; max drawdown 10.1% vs 18.8%; Calmar 2.07; positive out-of-sample alpha; diversified multi-asset strategy for smoother growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.080.510.490.7
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
493.85%14.28%-0.15%0.4%0.88
Least fit overfit
623.57%15.99%2.57%3.89%1.28
Initial Investment
$10,000.00
Final Value
$72,357.37
Regulatory Fees
$95.36
Total Slippage
$513.96
Invest in this strategy
OOS Start Date
May 19, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Multi-asset tactical, volatility regime-switching, trend-following, defensive hedges, bond rotation, leveraged etfs
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond 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.

"Least fit overfit" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Least fit overfit" is currently allocated toTIP, IEF, TMF, VTIP, UUP, DBC, HYG, SHY, LQD, QLD, IEI, GLDandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Least fit overfit" has returned 19.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Least fit overfit" is 10.09%. 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 "Least fit overfit", 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.