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Symphonies
Overfit? un poquito
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-driven, multi‑asset strategy that tilts between US blue‑chip stocks, bonds, and defensive assets (gold, commodities, dollar, cash) based on market choppiness and recent trends, with extra bond tactics to handle falling or rising interest rates.
NutHow it works
It’s a rules-based portfolio with three parts: 1) US blue‑chip stocks when markets are calm; when they get choppy, part shifts to cash‑like short‑Treasuries (SHV). 2) Bonds: mixes Treasuries, corporates, and TIPS; sometimes uses turbocharged long‑Treasury up/down funds (TMF/TMV) if conditions favor them. 3) Preservation: trends into gold, commodities, the US dollar, staples, or cash when risk rises.
CheckmarkValue prop
Out-of-sample Sharpe ~2.19 vs SPY 1.35, Calmar ~2.83, max drawdown 5.9% vs 18.8% for SPY. Strong risk-adjusted returns with far better downside protection and diversified hedges, while still offering equity exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.060.40.690.83
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
481.42%14.06%-1.77%0.2%0.87
Overfit? un poquito
384.98%12.52%-0.58%2.92%1.51
Initial Investment
$10,000.00
Final Value
$48,497.55
Regulatory Fees
$15.76
Total Slippage
$98.39
Invest in this strategy
OOS Start Date
Jun 11, 2023
Trading Setting
Threshold 8%
Type
Stocks
Category
Tactical multi-asset, volatility targeting, trend-following, risk-managed, inflation hedge, bonds, equities, commodities, dollar, leveraged etfs
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? un poquito" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Overfit? un poquito" is currently allocated toTIP, IEF, KO, GOOGL, TMF, VTIP, DIS, XOM, UUP, JNJ, HYG, SHY, LQD, BTAL, SHV, 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? un poquito" has returned 14.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Overfit? un poquito" is 5.94%. 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? un poquito", 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.