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Symphonies
Pareto's Portfolio (2024 Publication Edition)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily-updating portfolio. It shifts 100% to T‑bills on a volatility spike; otherwise it uses bonds-vs-cash to pick a regime: rotate into recent leaders among big U.S. stocks when stable, or into commodity and bond ETFs when not.
NutHow it works
Daily, it decides among three states: 1) Volatility spike? It checks VIXY (volatility ETF). If its 10‑day RSI—a 0–100 speed score—exceeds 75, move 100% to BIL (T‑bills). 2) Otherwise, compare 60‑day returns of BND (bonds) vs BIL. - If bonds beat cash: go risk‑on—split across S&P 500, Nasdaq 100, and Dow, holding the 3 strongest names in each by recent 1‑month trend. - If not: go risk‑off—own top‑trending commodity and bond ETFs. Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~21.5% annualized return, Sharpe 1.159 and Calmar 1.059 vs SPY. A rules-based, daily regime-switching system uses a volatility trigger to protect capital and chase leadership in stable markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.430.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
224.04%14.19%-1.77%0.2%0.81
Pareto's Portfolio (2024 Publication Edition)
1,123.42%32.66%-4.5%-8.87%1.5
Initial Investment
$10,000.00
Final Value
$122,341.54
Regulatory Fees
$929.78
Total Slippage
$5,772.37
Invest in this strategy
OOS Start Date
Mar 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,momentum,volatility filter,regime switching,multi-asset,trend following,risk management
Tickers in this symphonyThis symphony trades 55 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toDBC, TBT, PDBC, TMVandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 11.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 20.33%. 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 the symphony, 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.