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Symphonies
Sharpe Output of Tangency Portfolio 15
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A complex, fast-moving portfolio that rotates daily between aggressive bets and defensive shelters based on market trend, stress, and overbought/oversold signals.
NutHow it works
This strategy is a big autopilot that checks the market every day and asks: are stocks running too hot, falling hard, or trending normally? If things look strong, it may buy growth, tech, energy, or emerging markets—sometimes using extra-aggressive funds. If markets look shaky or overheated, it shifts toward safer holdings like Treasury funds, gold, or hedges that can rise when stocks fall or volatility jumps.
CheckmarkValue prop
Evidence-based risk management: out-of-sample drawdown 13.1% vs SPY 18.8%, Calmar ~0.93 and 12.1% annualized return. Not the plain S&P-500 growth, it offers steadier tail risk and meaningful upside across diverse, tactical markets
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.40.190.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
722.17%15.2%-0.05%3.57%0.94
Sharpe Output of Tangency Portfolio 15
130,109.54%61.88%0.96%4.35%3.27
Initial Investment
$10,000.00
Final Value
$13,020,954.03
Regulatory Fees
$41,893.65
Total Slippage
$351,814.85
Invest in this strategy
OOS Start Date
Oct 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, multi-asset, risk-managed, momentum, mean reversion, leveraged etfs, inverse etfs, volatility hedging
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 MSCI Emerging Markets Bull 3X 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.

"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 toTIP, FCG, IEF, KOLD, SVXY, UUP, DBC, SHY, DBO, TECL, TQQQ, SHV, XLE, EDC, IEI, TMV, USMVandSCHD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sharpe Output of Tangency Portfolio 15" has returned 11.82%. 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 13.07%. 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.
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Securities products and brokerage services are offered by Composer Securities LLC, a broker-dealer registered with the SEC and member of FINRA / SIPC. Composer Securities LLC and Composer Technologies Inc. are separate but affiliated companies. Accounts are carried and securities execution, clearance and settlement services are provided by Alpaca Securities LLC, and Apex Clearing Corporation, SEC-registered broker-dealers and members of FINRA / SIPC. Alpaca Securities is a wholly-owned subsidiary of AlpacaDB, Inc. Apex Clearing Corporation, is a wholly-owned subsidiary of Apex Fintech Solutions Inc. Check the background of Composer Securities LLC, Alpaca Securities LLC, and Apex Clearing Corporation on FINRA BrokerCheck . This is not an offer, solicitation of an offer, or advice to buy or sell securities or open a brokerage account in any jurisdiction where Composer Securities is not registered. Securities products offered by Composer Securities are not FDIC insured

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