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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, regime-switching momentum model that selects top performers from three major U.S. stock groups, plus hedges (TIP/BIL/GLD/USDU) for diversification; volatility and a TIP-based signal govern risk-on vs. risk-off tilts across about two dozen core stocks.
NutHow it works
Think of it as a weekly screen of about two dozen top U.S. stocks drawn from three big index groups. In each group, the three best performers recently (20-day momentum) are picked. The picks are combined with hedges (short-term Treasuries, dollar exposure, and gold) to diversify. If market volatility spikes, the model tilts toward safer assets; otherwise it stays invested in the three groups. A TIP-based canary signal replaces an older BND-based guard to help decide risk posture. The result is a compact portfolio that aims to ride momentum in equities while keeping risk in check with diversified hedges.
CheckmarkValue prop
Out-of-sample Sharpe 1.59, 34% annualized return, Calmar 1.43. Weekly 24-stock momentum with TIP/GLD/USD hedges and volatility-driven risk-off tilts, delivering stronger risk-adjusted gains with built-in downside protection vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.460.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
224.04%14.19%-1.77%0.2%0.81
Retired - V1.1.0 | Pareto's Portfolio - '24 update
2,204.66%42.49%-6.88%-5.18%1.85
Initial Investment
$10,000.00
Final Value
$230,466.00
Regulatory Fees
$1,354.68
Total Slippage
$8,719.52
Invest in this strategy
OOS Start Date
Jan 29, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Momentum, regime-switch, cross-asset, 24-component equity selection, hedged with treasuries, gold, and dollar exposure
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, USDU, XOM, NVDA, AMZN, CRM, CSCOandTRV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.82%. 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.