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

About

Rules‑driven, defense‑first portfolio. It parks money in T‑Bills by default, adds stocks/commodities only when trends are strong, hedges or shorts when risk rises, and occasionally buys oversold dips with small, tactical trades. Daily rebalancing.
NutHow it works
Default is cash-like T‑Bills (BIL/SHV). It watches trend (price vs 200‑day average) and “heat” (RSI: high=stretched, low=oversold). In uptrends it owns US stocks (esp. tech: SPY/QQQ, sometimes 3x TQQQ/TECL) plus commodity sleeves (GLD/DBC/oil/gas). If markets look overheated or falling, it shifts to hedges/shorts (PSQ/SH) or VIX funds (VIXY/UVXY). Sharp dips may trigger brief dip‑buys. Rebalanced daily.
CheckmarkValue prop
Out-of-sample: ~36% annualized return, Sharpe ~1.07, Calmar ~1.74—stronger risk-adjusted upside vs. the S&P 500. Slightly higher beta and drawdown, but disciplined, rules-based risk controls drive durable gains.

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Invest in this strategy
OOS Start Date
Nov 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, trend-following, mean reversion, volatility hedging, risk-managed, daily rebalanced, leveraged etfs
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.

"Portfolio: Hold my Cash Long-Term" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Portfolio: Hold my Cash Long-Term" is currently allocated toILCG, XME, FCG, IEF, PGR, KOLD, EEM, TMF, XOP, DBA, QQQ, COKE, XMPT, NVO, SVXY, UUP, EEMV, DBC, GE, SHY, SPXL, SPY, DBO, BTAL, LLY, SHV, XLE, EDC, SH, EDV, GLD, TLT, SCHD, VIXM, VUG, BIL, COST, XLP, BNDandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Portfolio: Hold my Cash Long-Term" has returned 29.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Portfolio: Hold my Cash Long-Term" is 20.66%. 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 "Portfolio: Hold my Cash Long-Term", 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.