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Symphonies
Tangency Portfolio 11 **
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑driven, daily‑rebalanced portfolio that tilts to U.S. sectors (tech‑heavy), adds smaller foreign/bond/dollar‑gold sleeves, and flips between offense (sometimes using 3x funds) and defense (VIX/short/low‑vol). High turnover—best in an IRA; ~$50k+ helps.
NutHow it works
It owns a diversified U.S. stock core (big tilt to tech), with smaller slices of foreign stocks, Treasuries, and the dollar/gold/real estate. Each day it checks trend lines and RSI (a 0–100 “speed/heat” meter; high=overheated, low=oversold). In uptrends it holds stocks; when markets overheat or volatility spikes, it adds hedges (VIX funds, low‑beta long/short) or short ETFs; after sharp drops it may buy leveraged tech/semis. Non‑stock sleeves also toggle by these signals.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted returns with far smaller drawdowns: Sharpe ~1.11 vs ~1.01, Calmar ~1.39 vs ~1.00, max drawdown ~9.8% vs ~18.8%, thanks to tactical tilts and hedges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.440.580.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
620.11%15.13%1.36%5.73%0.92
Tangency Portfolio 11 **
3,658.61%29.53%-0.33%0.4%2.7
Initial Investment
$10,000.00
Final Value
$375,860.77
Regulatory Fees
$828.63
Total Slippage
$4,643.98
Invest in this strategy
OOS Start Date
Oct 5, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, sector rotation, volatility hedging, leveraged/inverse etfs, momentum/rsi, risk-on/risk-off, bonds, commodities
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 11 **" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 11 **" is currently allocated toUPRO, TIP, IEF, BGX, XLV, SOXL, TMF, CURE, XLF, UUP, EEMV, SHY, VDC, XLB, TQQQ, EFA, XLE, FAS, IEI, ICF, GLD, TLT, XLI, XLY, FXR, XBIandIFGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 11 **" has returned 13.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency Portfolio 11 **" is 9.82%. 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 11 **", 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.