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Symphonies
Retired - V1.1.0 | Pareto's Portfolio - '24 update
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A weekly, trend‑following switcher: flee to T‑bills on volatility spikes, buy top‑trending big U.S. stocks when bond signals are calm, or rotate into the strongest commodities and bonds when they aren’t. Gold, cash and strong‑USD options included.
NutHow it works
Weekly, it flips among 3 modes: 1) Panic: If a market‑fear fund (VIXY) jumps fast (RSI>75; a 0–100 “speed” gauge), it parks in T‑bills (BIL). 2) Growth: If inflation‑protected bonds (TIP) rose over ~2 months, it buys strength: the 3 best 1‑month trenders from short‑lists of top‑weighted S&P 500, Nasdaq‑100 and Dow stocks (big names). Gold (GLD), cash (BIL) or a strong‑USD fund (USDU) can be picked if strongest. 3) Defensive: Otherwise it owns the strongest commodity and bond funds. Trades only when weights drift ~5%.
CheckmarkValue prop
Out-of-sample: 34.07% annualized return vs 20.58% for the S&P 500; Sharpe 1.59 vs 1.22; Calmar 1.43. Higher risk-adjusted gains from agile cross-asset rotation and volatility hedges, with strong upside potential.

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Invest in this strategy
OOS Start Date
Jan 29, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation,momentum trend-following,volatility filter,cross-asset rotation,large-cap stock selection,commodities,bonds,risk management
Tickers in this symphonyThis symphony trades 58 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
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 toNFLX, XOM, NVDA, AMGN, HON, UNH, GLD, TRVandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.87%. 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.