Skip to Content
Symphonies
Tangency Portfolio 13
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily portfolio that rides stock uptrends, buys tech dips, and auto‑hedges (VIX, Treasuries, cash) when markets overheat or get volatile. Base mix: ~45% stocks, 30% bonds, 15% commodities/real assets, 10% volatility.
NutHow it works
Starts ~45% stocks (90% US/10% intl), 30% bonds, 15% commodities/real assets, 10% volatility hedge. Signals: trend (price vs its average) and heat (RSI: 0–100; high=hot, low=cold). If trend up and not hot, it leans into broad US stocks, tech/value; on dips may add small doses of leveraged tech (TQQQ/TECL). If overheated or fear jumps (VIX), it shifts to protection: VIXY, BTAL, Treasuries/T‑bills (BIL), or shorts (SH/PSQ). Daily rebalance.
CheckmarkValue prop
Out-of-sample, this strategy offers a smoother ride with smaller losses (11.2% drawdown vs 18.8% SPY) and lower beta (0.65), plus solid risk-adjusted protection (Calmar ~0.93). It may lag raw returns but reduces downside risk for steadier exposure than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.370.370.210.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
618.98%14.84%0.54%-0.34%0.91
Tangency Portfolio 13
39,395.27%52.09%-2.59%-4.48%3.18
Initial Investment
$10,000.00
Final Value
$3,949,527.32
Regulatory Fees
$13,937.36
Total Slippage
$85,784.23
Invest in this strategy
OOS Start Date
Oct 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset,tactical allocation,trend following,mean reversion,volatility hedging,risk managed,etf
Tickers in this symphonyThis symphony trades 76 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AIA
iShares Asia 50 ETF
Stocks
BGX
Blackstone Long-Short Credit Income Fund
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDV
Vanguard World Funds Extended Duration 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 13" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 13" is currently allocated toPGR, NVO, SVXY, UUP, LLY, EDC, ICF, GLD, TLT, TMV, SCHD, BIL, FXR, VOOV, COSTandIFGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 13" has returned 9.14%. 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, and options.