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Symphonies
Steadfast Portfolio V5.1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based, multi-asset portfolio. It rides stock uptrends (often with 3x tech/semis), hedges when markets overheat (VIX), and goes defensive in downtrends (cash/Treasuries/shorts). Includes a dedicated energy/natural-gas long/short sleeve. Weights set by an optimizer.
NutHow it works
It splits money across several rule-based mini-strategies set by an optimizer. Each day it checks simple gauges: trend (price vs moving average) and momentum heat (RSI, a 0–100 “thermometer”). If healthy, it leans into growth (often 3x tech/semis). If overheated, it adds VIX hedges. If weak, it shifts to T‑bills/Treasuries or inverse funds. A separate energy/nat‑gas sleeve flips long/short.
CheckmarkValue prop
Out-of-sample, this strategy delivers 27.3% annualized return, Sharpe 1.31, Calmar 1.75, and max drawdown 15.6% with beta ~0.77—offering higher risk-adjusted upside and lower downside than the S&P 500.

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Invest in this strategy
OOS Start Date
Sep 5, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, trend-following, mean-reversion, volatility hedging, leveraged etfs, bonds, commodities, daily rebalance
Tickers in this symphonyThis symphony trades 92 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BIS
ProShares UltraShort NASDAQ Biotechnology
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

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 V5.1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Steadfast Portfolio V5.1" is currently allocated toXME, PGR, EEM, TMF, QQQ, COKE, NVO, DBC, GE, DBO, SPXU, BTAL, LLY, SHV, XLE, EDC, SH, DUG, GLD, TLT, TMV, BIL, COST, ERY, XLP, BNDandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Steadfast Portfolio V5.1" has returned 24.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Steadfast Portfolio V5.1" is 15.56%. 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 V5.1", 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.