Skip to Content
Symphonies
Sharpe Output of Tangency Portfolio 15
Today’s Change
—

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

About

Rules-based, daily portfolio that moves among stocks, bonds, commodities, and volatility hedges using trend, overbought/oversold, and fear gauges. Aims for smoother returns and smaller drawdowns; selectively uses leveraged and inverse ETFs.
NutHow it works
Each day it reads three dials: trend (vs moving averages), heat (RSI: how quickly prices have been rising/falling), and fear (VIX). If stocks look hot or fear spikes, it shifts to cash-like T‑bills and defensive hedges (BTAL, EUM, VIXY). If trends are healthy, it owns leaders (tech, semis, energy) and diversifiers (bonds, gold, oil). Bonds rotate by trend. Rebalances daily.
CheckmarkValue prop
Out-of-sample, this strategy delivers smoother, lower-risk gains: max drawdown 12.66% vs SPY’s 18.76%, volatility ~0.161, and Calmar ~0.94. Annualized return 11.92% (SPY 17.83%), but with notably stronger downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.450.40.20.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
620.11%15.13%1.36%5.73%0.92
Sharpe Output of Tangency Portfolio 15
117,344.42%65.59%-2.81%0.19%3.41
Initial Investment
$10,000.00
Final Value
$11,744,441.57
Regulatory Fees
$37,672.21
Total Slippage
$246,181.86
Invest in this strategy
OOS Start Date
Oct 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, multi-asset, trend/momentum, volatility-hedged, sector rotation, risk-on/off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"Sharpe Output of Tangency Portfolio 15" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sharpe Output of Tangency Portfolio 15" is currently allocated toILCG, BGX, TMF, UUP, DBC, SHY, TECL, TQQQ, SHV, EDZ, XLE, TLT, SCHDandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sharpe Output of Tangency Portfolio 15" has returned 11.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sharpe Output of Tangency Portfolio 15" is 12.66%. 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 "Sharpe Output of Tangency Portfolio 15", 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, crypto, and options.