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

A daily, rules‑based portfolio that rides uptrends, buys deep tech dips, and shifts to cash, Treasuries, gold, the dollar, commodities, or volatility hedges when markets look overheated or fearful. Includes small tactical shorts and leveraged ETFs.
NutHow it works
Each day it checks three dials: - Trend: price vs its recent average - RSI: a 0–100 “heat” gauge (high=hot, low=cold) - Volatility: the VIX “fear” gauge (via VIXY/UVXY) Steady uptrend: hold stocks (often tech‑tilted). Overheated: add hedges or trim risk. Fear spike or downtrend: move to T‑bills/Treasuries, sometimes gold, the dollar, or commodities. On big dips it may buy small 2–3x tech/semis; at extremes it can short a little.
CheckmarkValue prop
Lower risk, steadier upside: Out-of-sample drawdown 12.66% vs SPY 18.76%, OOS return ~7.94%, Sharpe ~0.57, Calmar ~0.63, and beta ~0.68—delivering more resilient, hedged exposure with smoother upside versus the S&P 500.

Loading backtest data...

Invest in this strategy
OOS Start Date
Oct 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, volatility hedging, multi-asset, leveraged etfs, short/inverse etfs, daily rebalancing, risk management
Tickers in this symphonyThis symphony trades 74 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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
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.

"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, FCG, KOLD, SVXY, UUP, DBC, SHY, DBO, XLE, EDC, TLT, TMV, SCHD, BILandVOOV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sharpe Output of Tangency Portfolio 15" has returned 6.61%. 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, and options.