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Symphonies
Steadfast Portfolio V3
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-driven, daily ‘all-weather’ portfolio that rotates among stocks, bonds, commodities and cash using hot/cold and trend signals; it hedges or shorts when markets are overheated and buys dips when washed out. Includes some leveraged and VIX ETFs.
NutHow it works
Daily, it reads two signals: 1) a 'too hot/too cold' gauge (RSI: high=overbought, low=oversold) and 2) trend filters (price vs its recent average). If stocks are hot, it hedges with short-market or volatility funds (PSQ/SH, VIXY/UVXY). If they’re cold, it buys the dip (QQQ/XLK; sometimes 2x/3x like QLD/TQQQ). Otherwise it owns what’s trending: US stocks, Treasuries (TLT/TMF), commodities (oil DBO, broad DBC, gold GLD), energy (XLE/XOP), EM (EEM); or parks cash in T-Bills (BIL/SHV).
CheckmarkValue prop
Out-of-sample edge: ~20.07% annual return vs ~19.82% for the S&P, max drawdown ~8.73% vs ~18.76%, Sharpe ~1.31 vs ~1.11, Calmar ~2.30, beta ~0.60. Diversified, rules-based multi-asset strategy with better risk-adjusted upside.

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Invest in this strategy
OOS Start Date
Sep 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical allocation, trend + mean-reversion, hedged, inverse/leveraged etfs, volatility hedging, commodities/energy, treasuries, emerging markets
Tickers in this symphonyThis symphony trades 72 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
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
COST
Costco Wholesale Corp
Stocks
CPER
United States Copper Index 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 V3" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Steadfast Portfolio V3" is currently allocated toXME, FCG, PGR, KOLD, EEM, SOXL, TMF, XOP, DBA, QQQ, COKE, NVO, UUP, DBC, GE, SHY, DBO, BTAL, TQQQ, LLY, SHV, XLE, GLD, TLT, BIL, COST, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Steadfast Portfolio V3" has returned 21.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Steadfast Portfolio V3" is 8.73%. 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 V3", 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.