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Symphonies
Tangency Portfolio 13
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, daily‑rebalanced portfolio that leans into tech and broad stocks when trends are healthy, but quickly pivots to cash, Treasuries, gold, and volatility hedges when markets get hot or fearful. It blends momentum, trend, and dip‑buy logic.
NutHow it works
Daily, rules tilt between growth stocks and safety using RSI (0–100 “speedometer” of recent moves; >70=hot, <30=cold) and trends. Hot/fearful: add hedges—VIXY (volatility), BTAL (defensive long/short), BIL (T‑Bills). Dips: buy tech via QQQ/TQQQ/TECL if trends OK; else use Treasuries (IEI/IEF/TLT/TIP) or cash. Small sleeves: gold (GLD/IAU), dollar (UUP), oil (USO), REITs; can short via PSQ/SOXS. Focus sectors: tech, value, staples, telecom, financials.
CheckmarkValue prop
Compelling risk-adjusted growth with downside protection. Out-of-sample Calmar 1.29 and max drawdown 11.2% vs S&P 18.8%, beta 0.65, Sharpe ~0.97. Diversified, rules-based, tech-leaning growth with built-in hedges.

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Invest in this strategy
OOS Start Date
Oct 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, risk-on/off, momentum & trend, mean-reversion, volatility hedged, etf rotation
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 13" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 13" is currently allocated toPGR, BGX, TMF, NVO, UUP, TECL, TQQQ, LLY, EDZ, ICF, GLD, TLT, SCHD, BIL, FXR, COSTandIFGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 13" has returned 14.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency Portfolio 13" is 11.24%. 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 13", 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.