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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-based, daily-traded 60/30/10 portfolio that rotates across U.S./global sectors and hedges with volatility/defensive funds. Uses leveraged and inverse ETFs. Complex, tax-inefficient in taxable accounts; best in IRAs and with ~$50k+ to fully allocate.
NutHow it works
Starts near 60% stocks (U.S. sectors, tech‑tilted), 30% bonds, 10% commodities/real assets. It reads simple “trend/heat” gauges—RSI (a 0–100 hot/cold meter) and moving averages. When markets look very hot, it adds crash‑airbags (volatility funds like VIXY plus defensive BTAL/EUM). When washed‑out, it buys growth (leveraged tech/semis like TQQQ/TECL/SOXL). If trends break, it shifts to bonds/cash or inverse funds. Trades daily; frequent trades mean short‑term taxes.
CheckmarkValue prop
Stronger downside protection: drawdowns ~9.8% vs SPY ~18.8%, with lower beta and solid risk-adjusted results (Calmar ~1.22). A resilient, trend-following strategy designed to weather volatility while capturing growth.

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Invest in this strategy
OOS Start Date
Oct 5, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset allocation, sector rotation, volatility hedging, leveraged/inverse etfs, rules-based, daily rebalancing
Tickers in this symphonyThis symphony trades 83 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AIA
iShares Asia 50 ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
BGX
Blackstone Long-Short Credit Income Fund
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
BWZ
SPDR Bloomberg Short Term International Treasury Bond ETF
Stocks
CME
CME Group Inc.
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
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.

"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 toTIP, IEF, XLV, XMPT, XLF, UUP, EEMV, SHY, VDC, XLB, EFA, SHV, XLE, IEI, EDV, ICF, GLD, TMV, XLI, XLY, FXRandIFGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 11 **" has returned 10.31%. 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, and options.