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Symphonies
Tangency Portfolio 12.1**
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, mostly U.S.-stock portfolio that rides tech-led uptrends but automatically adds hedges (VIX funds, low‑vol stocks, Treasuries, gold) when markets look overheated or fear rises. Uses sector rotation and occasional leverage; rebalanced daily.
NutHow it works
Each day it tilts mostly into U.S. stock sectors (esp. tech) and checks simple “heat” gauges and trends. RSI is a 0–100 meter of recent price speed; very high = overheated, very low = washed‑out. When hot, it adds hedges like VIXY/UVXY (funds that jump when fear rises), BTAL (defensive), Treasuries and gold. When washed‑out, it may add small, time‑boxed tech (TQQQ/TECL). It also rotates across sectors, keeps smaller sleeves in international stocks, bonds, the dollar, and real estate.
CheckmarkValue prop
Stronger risk-adjusted performance with meaningful downside protection. OOS Sharpe 1.02 vs SPY 0.96; max drawdown 8.6% vs 18.8%; positive OOS alpha. Tech leadership plus dynamic hedges aim for steadier, durable gains vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.40.510.71
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
581.01%14.49%-1.77%0.2%0.9
Tangency Portfolio 12.1**
3,499.75%28.75%-1.57%0.25%2.76
Initial Investment
$10,000.00
Final Value
$359,975.31
Regulatory Fees
$830.99
Total Slippage
$4,745.50
Invest in this strategy
OOS Start Date
Oct 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,risk-managed equities,sector rotation,volatility hedging,trend following,mean reversion,multi-asset,leveraged/inverse etfs
Tickers in this symphonyThis symphony trades 93 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
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare 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 12.1**" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 12.1**" is currently allocated toTIP, IEF, PGR, XLV, XMPT, NVO, XLF, UUP, EEMV, SHY, VDC, XLB, EFA, LLY, SHV, XLE, IEI, EDV, ICF, GLD, TMV, XLI, XLY, FXR, COSTandIFGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 12.1**" has returned 10.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency Portfolio 12.1**" is 8.61%. 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 12.1**", 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.