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Symphonies
Tangency Portfolio 10
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A diversified 60/30/10 core with a tech‑tilted U.S. stock sleeve. A rule engine watches trend, momentum, and volatility to add VIX hedges, shift to defensive funds, or use selective leverage—aiming to ride uptrends and cushion selloffs.
NutHow it works
Core: 60% stocks, 30% Treasuries, 10% commodities/real assets. The stock sleeve is U.S. sectors with a tech tilt plus some overseas stocks. The rules watch trend (200‑day), “hot/cold” momentum (RSI), and volatility (VIX). When markets run hot, it adds crash insurance (VIX funds) or low‑risk stocks; when weak/oversold, it buys selectively (sometimes with leverage) or hedges/shorts. Hedges scale in/out.
CheckmarkValue prop
Out-of-sample edge: higher Sharpe (~1.08 vs ~0.97), lower drawdown (10.65% vs 18.76%), and Calmar ~1.20. More steady, resilient growth than the S&P 500 over ~426 days.

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Invest in this strategy
OOS Start Date
Oct 4, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Multi-asset, tactical allocation, sector rotation, trend & momentum, volatility hedging, leveraged/inverse etfs, risk management
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.

"Tangency Portfolio 10" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 10" is currently allocated toUPRO, TIP, TMUS, IEF, BGX, XLV, SOXL, TMF, MRK, CURE, XLF, UUP, EEMV, SHY, XLB, TQQQ, EFA, LLY, XLE, MA, AMZN, UNH, FAS, IEI, V, ICF, JPM, TSLA, GLD, TLT, WMT, XLI, XLY, FXR, XBIandIFGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 10" has returned 12.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency Portfolio 10" is 10.65%. 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 "Tangency Portfolio 10", 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.