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

About

Rules-based playbook: when bonds beat cash and fear is calm, own leaders among big US stocks; if fear spikes, sit in T‑Bills; when bonds lag cash, favor the strongest commodity and bond ETFs. Equal-weight positions and rotate with momentum.
NutHow it works
It’s a traffic‑light system. 1) Compare recent returns: if broad US bonds (BND) beat cash‑like T‑Bills (BIL), the backdrop is friendlier. 2) But if the market’s “fear” ETF (VIXY) is surging on a 0–100 momentum gauge (RSI>75), go to T‑Bills (BIL). 3) In friendly times, own recent winners among big US stock baskets (SPY/QQQ/DIA). If bonds lag cash, avoid stocks and split into the strongest commodity and bond ETFs. Equal‑weight; rotate as leaders change.
CheckmarkValue prop
Out-of-sample strategy targets ~28% annualized return vs SPY’s ~22%, with higher risk-adjusted Sharpe (~1.46) and Calmar (~1.31). A regime-switching, rules-based system to ride leaders and protect on spikes; note drawdowns may be larger than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.250.420.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
229.64%14.9%1.36%5.73%0.83
Pareto's Portfolio (Publication Edition)
1,165.23%34.38%3.96%21.42%1.57
Initial Investment
$10,000.00
Final Value
$126,522.58
Regulatory Fees
$786.96
Total Slippage
$4,902.61
Invest in this strategy
OOS Start Date
Jul 9, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, regime switching, momentum, volatility filter, equities, bonds, commodities
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 27.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 21.33%. 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.