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Symphonies
Portfolio: Hold my Cash Long-Term | Lower Volatility Weighting
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A defensive, rules‑based portfolio that parks most money in T‑bills and only takes short, tactical shots in growth, commodities, or hedges when clear signals appear. Goal: small drawdowns, steady yield, selective upside.
NutHow it works
Core idea: stay in T‑bills unless odds look great. RSI = a hot/cold meter (high=very hot, low=washed‑out). Moving average = trend line. If stocks get too hot, buy fear hedges (UVXY/VIXY). If they’re washed‑out but trend is up, take short bursts in growth (TQQQ/TECL/SOXL). Weak/unclear trend → T‑bills (BIL/SHV) or Treasuries (TLT/TMF), sometimes shorts (PSQ/SH). Add gold/oil only when their long‑term trend is up. Sizing favors steadier picks. UVXY/VIXY=VIX fear funds; TQQQ/TECL/SOXL=levered tech; BIL/SHV=T‑bills; TLT/TMF=long Treasuries; PSQ/SH=short stock funds.
CheckmarkValue prop
Out-of-sample results show this strategy beating the S&P on risk-adjusted return and downside risk: ~21.37% annualized vs 17.11%, max drawdown ~9.59% vs 18.76%, Sharpe ~1.23 vs ~0.95, Calmar ~2.23. Higher upside, lower risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.340.140.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
622.94%14.87%6.16%5.09%0.92
Portfolio: Hold my Cash Long-Term | Lower Volatility Weighting
80,800.81%59.9%3.6%3.67%3.19
Initial Investment
$10,000.00
Final Value
$8,090,081.36
Regulatory Fees
$22,892.20
Total Slippage
$146,754.41
Invest in this strategy
OOS Start Date
Nov 15, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Rules-based, multi-asset, tactical allocation, trend-following, mean reversion, volatility hedge, crash protection, leveraged etfs, bonds, commodities, global equities
Tickers in this symphonyThis symphony trades 105 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AIA
iShares Asia 50 ETF
Stocks
BGX
Blackstone Long-Short Credit Income Fund
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
BWZ
SPDR Bloomberg Short Term International Treasury Bond ETF
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
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 toXME, FCG, IEF, EUM, KOLD, TMF, XOP, DBA, UUP, DBC, SHY, DBO, BTAL, ICLN, SHV, EDZ, XLE, SH, VIXY, GLD, TLT, UVXY, TAN, TMV, BIL, SQQQ, FANandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.96%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.59%. 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.