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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 rules‑based, daily‑rebalanced, hedged portfolio of many mini‑strategies. It owns growth when trends are strong, shifts to T‑bills or hedges when weak, and adds bond and commodity trends. Mean‑variance sizing aims for a smoother overall ride.
NutHow it works
Each day it applies simple rules. If stock trends look healthy (price above an average), it owns growth ETFs. If prices drop fast or look overheated, it moves to T‑bills (SHV/BIL) or hedges with inverse funds (PSQ/SH) and sometimes volatility (VIXY/UVXY). It also rides trends in bonds (TLT/TMF/TMV) and commodities (DBC, oil, gold, nat gas). A math step (mean‑variance) sizes each sleeve to steady the ride. Jargon: RSI=0‑100 heat; MA=average‑price trend; Inverse=up when index falls; Leveraged=2‑3x; VIX=fear ETFs.
CheckmarkValue prop
Out-of-sample, this strategy outperforms SPY on risk-adjusted terms: Sharpe ~1.22 vs ~1.10, Calmar ~1.93, and max drawdown ~8.2% vs ~18.8%. It diversifies across trends/hedges for steadier gains with far less downside.

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Invest in this strategy
OOS Start Date
Sep 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-strategy, hedged, trend/momentum, mean-reversion, long/short, volatility, equities, bonds, commodities, leveraged/inverse etfs
Tickers in this symphonyThis symphony trades 65 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
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
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
Stocks
COST
Costco Wholesale Corp
Stocks
CPER
United States Copper Index Fund
Stocks
DBA
Invesco DB Agriculture Fund
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.

"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, PGR, KOLD, EEM, TMF, XOP, DBA, QQQ, COKE, NVO, UUP, DBC, GE, SHY, DBO, BTAL, LLY, SHV, XLE, SH, GLD, TLT, BIL, COST, XLP, BNDandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Steadfast Portfolio | Hedged " has returned 16.81%. 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, and options.