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Symphonies
Steadfast Portfolio | Hedged
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, hedged, multi‑asset rotation that follows trend and “hot/cold” cues: buy strength and selective dips; in stress, move to cash‑like T‑bills, Treasuries, gold, or inverse hedges. Final weights are optimized to balance risk.
NutHow it works
It’s a daily, rules‑based blend of many mini‑strategies. It asks: is an asset trending up (price above its average) and is it hot or cold (RSI = a simple “overheated/washed‑out” meter)? • Strength: own growth (QQQ/tech), energy/commodities (DBO/DBC/XLE). • Weak/overheated: hold cash‑like T‑bills (SHV/BIL), long Treasuries (TLT/TMF), gold (GLD), or hedges that rise when stocks fall (PSQ/SH). Weights are set by math that spreads risk (Markowitz).
CheckmarkValue prop
Out-of-sample, the strategy delivers higher risk-adjusted performance with far smaller drawdowns: Sharpe 1.19 vs 1.09, Calmar 1.93, max drawdown 8.2% vs 18.8%, while maintaining upside and diversified exposure, more resilient than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.30.220.140.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
531.24%15.2%1.36%5.73%0.92
Steadfast Portfolio | Hedged
6,762.87%38.36%1.53%2.87%3.35
Initial Investment
$10,000.00
Final Value
$686,286.71
Regulatory Fees
$2,165.38
Total Slippage
$13,775.92
Invest in this strategy
OOS Start Date
Sep 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical allocation, hedged, trend-following, mean-reversion, commodities, bonds, volatility, markowitz optimization
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.

"Steadfast Portfolio | Hedged " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Steadfast Portfolio | Hedged " is currently allocated toXME, FCG, EUM, PGR, DBA, QQQ, COKE, NVO, SVXY, UUP, DBC, GE, SHY, LLY, SHV, XLE, GLD, TMV, VIXM, BIL, COST, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Steadfast Portfolio | Hedged " has returned 15.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Steadfast Portfolio | Hedged " is 8.21%. 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 "Steadfast Portfolio | Hedged ", 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.