Skip to Content
Symphonies
Retired - V1.1.0 | Pareto's Portfolio - '24 update
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, weekly plan with a panic switch to T‑bills. If TIP is rising, it owns the top‑trending big U.S. stocks; if not, it favors the best‑trending commodities and bonds. Uses gold (GLD), cash (BIL), and the dollar (USDU) as safety valves. 5% drift rebalancing.
NutHow it works
1) Panic guard: If a fear‑gauge ETF (VIXY) has surged recently (a simple “speed” measure, RSI, >75), the portfolio parks in T‑bills (BIL). 2) Otherwise, check rates via inflation‑protected Treasuries (TIP) over ~3 months. If TIP is up, split across S&P/Nasdaq/Dow and buy the 3 strongest recent winners in each. If TIP is down, buy recent winners in commodities (incl. gold GLD, dollar USDU) and bonds. Reviewed weekly; trade only if >5% off target.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted gains than the S&P 500: ~34% annualized return vs ~21%, Sharpe ~1.59 vs ~1.22, Calmar ~1.43. Regime switching and a panic guard add resilience and diversification.
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
Tactical asset allocation,momentum,trend following,volatility filter,regime switching,u.s. large caps,commodities,bonds,cash 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, 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.