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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-based, multi-asset portfolio that dials risk up or down using recent volatility and trends, rotating among blue‑chip US stocks, bonds (incl. TIPS and credit), gold, commodities, the US dollar, and cash-like Treasuries; can tactically short long bonds.
NutHow it works
It splits money across three sleeves: US blue‑chip stocks, bonds/yield, and capital preservation. It checks recent market “bumpiness” and 2–6 month trends. When things are calm, it owns more stocks and long Treasuries; when choppy, it shifts to cash‑like Treasuries, the US dollar, gold, and staples, and can short long bonds if rates are rising.
CheckmarkValue prop
OOS Sharpe ~2.19 vs SPY ~1.35; drawdown ~6% vs ~19%; beta ~0.35. A diversified, rules-based mix of stocks, bonds, gold and dollars with volatility/momentum controls delivers stronger risk-adjusted returns and tighter downside protection than S&P.
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
493.85%14.28%-0.15%0.4%0.88
Overfit? un poquito
392.61%12.69%-0.48%4.84%1.53
Initial Investment
$10,000.00
Final Value
$49,261.36
Regulatory Fees
$15.75
Total Slippage
$98.39
Invest in this strategy
OOS Start Date
Jun 11, 2023
Trading Setting
Threshold 8%
Type
Stocks
Category
Multi-asset, tactical allocation, volatility targeting, trend following, bond rotation, inflation hedge, defensive, macro
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 15.91%. 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.