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Symphonies
Overfit? I think not
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based portfolio mixing US blue‑chip stocks with rotating bond, gold, dollar, and commodity exposures. It follows trends, watches volatility, and shifts to safer assets in rough markets. It may use leveraged Treasury funds (TMF/TMV) tactically.
NutHow it works
Three-part, rules-based mix. 1) Growth: equal-weight big US stocks (AAPL, MSFT, AMZN, etc.). 2) Bonds/defense: rotates among Treasuries (short/long), TIPS, gold (GLD), US dollar (UUP), and defensive stocks. If long‑Treasury moves are calm it uses a 3x long‑Treasury fund (TMF); if jumpy it parks in short Treasuries/USD/gold. 3) Preservation: trend‑follows recent winners, adds extra gold, and may short long Treasuries (TMV) when bond swings are high. Signals use recent performance, volatility, and drawdowns.
CheckmarkValue prop
Out-of-sample, this multi-asset strategy delivers superior risk-adjusted returns vs the S&P: Sharpe 2.15 vs 1.35, max drawdown 7.49% vs 18.76%, Calmar 2.31, and 17.32% annualized return—driving smoother growth with downside protection.

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Invest in this strategy
OOS Start Date
Jun 11, 2023
Trading Setting
Threshold 8%
Type
Stocks
Category
Tactical multi-asset, trend-following, volatility-managed, inflation hedge, us large-cap core, bonds/gold/usd rotation
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 15.84%. 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.