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Symphonies
Pareto's Portfolio (zoop edition PDBC -> PDI) (57,30,2012)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily risk-on/risk-off: panic -> T‑Bills; if bonds beat cash, hold the 2 strongest 3x equity index ETFs (TQQQ, UPRO, UDOW, TNA); otherwise hold PDI plus the stronger of TMF (3x long Treasuries) or TMV (3x short). High volatility.
NutHow it works
Daily it follows a simple flow: 1) If market fear spikes (a volatility fund, UVXY, surges), park in cash‑like T‑Bills (BIL). 2) Else, if core bonds (BND) beat cash over ~3 months, buy the 2 strongest of: TQQQ=3x Nasdaq‑100, UPRO=3x S&P 500, UDOW=3x Dow, TNA=3x small caps. 3) Else, split between PDI (income‑focused bond/credit fund) and whichever trends better: TMF=3x long Treasuries or TMV=3x short Treasuries. Note: uses 3x ETFs; very volatile.
CheckmarkValue prop
Dynamic risk-on/risk-off overlay with volatility guardrails and a bond/credit sleeve. In out-of-sample tests, it diversifies risk and cushions volatility relative to the S&P 500, while aiming to capture upside in favorable regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.291.410.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
558.51%14.98%1.36%5.73%0.91
Pareto's Portfolio (zoop edition PDBC -> PDI) (57,30,2012)
34,579.31%54.22%-3.46%8.5%1.31
Initial Investment
$10,000.00
Final Value
$3,467,931.23
Regulatory Fees
$10,677.65
Total Slippage
$66,208.14
Invest in this strategy
OOS Start Date
Mar 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, trend following, leveraged etfs, volatility filter, bonds & credit, daily rebalance
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 toPDIandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.75%. 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.