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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

Daily, rules‑based rotation. If fear spikes, go to T‑Bills. If bonds look healthy, own the 3 strongest names from each of the S&P 500, Nasdaq‑100, and Dow (often mega‑cap tech/blue‑chips). Otherwise, rotate into the strongest commodity and bond ETFs.
NutHow it works
Every day: 1) If VIXY (a volatility ETF) is very “hot” on a 10‑day RSI (>75; a 0–100 hot/cold score), hold BIL (1–3m T‑Bills). 2) Else compare 60‑day returns of BND (broad bonds) vs BIL. - If BND > BIL: risk‑on. Split across S&P 500, Nasdaq‑100, and Dow sleeves; in each, own the 3 strongest big names by 20‑day trend, equal‑weighted. - Else: defensive. Split between commodity and bond ETFs; in each, own the top recent winners. Menus update with index changes.
CheckmarkValue prop
Out-of-sample annualized return ~20.65% vs S&P ~19.79%, with Calmar ~1.02 and Sharpe ~1.11. A disciplined, regime-switching rotation with volatility guards seeks higher risk-adjusted upside and diversified exposure beyond pure equity.

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Invest in this strategy
OOS Start Date
Mar 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, momentum, tactical allocation, equities, bonds, commodities, volatility filter
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toTYD, GLTR, EMB, TMVandDBB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.65%. 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, crypto, and options.