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Symphonies
Overfit? I think not
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based mix of blue‑chip US stocks plus tactical bond, gold, dollar and commodity sleeves. Uses “calm vs stormy” bond signals and momentum to shift risk, with a hedge that can profit when long‑duration bond prices fall.
NutHow it works
Three buckets. 1) Growth: a dozen blue‑chip US stocks (Apple, Microsoft, Alphabet, Amazon, Disney, etc.). 2) Bonds/Yield: rotates among Treasuries (SHV/SHY/TLT), corporate (LQD/HYG) and inflation‑linked (TIP). If long Treasuries are calm it pairs a levered long‑Treasury fund (TMF) with short Treasuries; if jumpy it shifts to short Treasuries, US dollar (UUP), gold (GLD) and Consumer Staples (XLP). 3) Preservation: trend rules pick recent winners across stocks, bonds, gold, dollar and commodities (DBC), with an option to short long bonds (TMV). Trades mainly when signals flip.
CheckmarkValue prop
Out-of-sample, this strategy blends stocks with tactical bonds, gold, USD and commodities to cut losses and boost risk-adjusted returns. Sharpe 2.15 vs SPY 1.34; drawdown 7.5% vs 18.8%; beta ~0.40; Calmar ~2.31.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.050.480.780.89
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
497.58%14.37%1.75%5.97%0.88
Overfit? I think not
378.71%12.48%2.87%8.97%1.34
Initial Investment
$10,000.00
Final Value
$47,871.28
Regulatory Fees
$6.37
Total Slippage
$38.29
Invest in this strategy
OOS Start Date
Jun 11, 2023
Trading Setting
Threshold 8%
Type
Stocks
Category
Multi-asset, tactical allocation, trend-following, volatility filter, momentum, inflation hedge, defensive, bonds, commodities, gold, usd
Tickers in this symphonyThis symphony trades 29 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIS
The Walt Disney Company
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
HD
Home Depot, Inc.
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 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.

"Overfit? I think not" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Overfit? I think not" is currently allocated toTIP, IEF, KO, GOOGL, TMF, VTIP, DIS, XOM, UUP, DBC, JNJ, HYG, SHY, LQD, AAPL, AMZN, UNH, IEI, HD, WFC, GLD, PG, MSFTandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Overfit? I think not" has returned 16.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Overfit? I think not" is 7.49%. 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 "Overfit? I think not", 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.