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Symphonies
Tangency Portfolio 14
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily‑tuned portfolio that shifts between growth and safety using trend and overbought/oversold signals. It favors tech and global stocks in calm uptrends and pivots to T‑bills, Treasuries, gold, and volatility hedges when markets look stretched.
NutHow it works
Each day it reads simple signals: trend (moving averages) and an “hot/cold” score called RSI (high = overbought, low = oversold). In calm uptrends it owns stock funds (often tech-heavy). When prices look hot, it adds hedges like VIXY (rises when fear jumps) and BTAL (defensive). On sharp dips it buys small doses of TQQQ/TECL. Bonds flip between T‑bills and long Treasuries. Gold/USD are owned when trending.
CheckmarkValue prop
Out-of-sample: ~13.6% annual return with ~12.1% max drawdown and Calmar ~1.12, vs SPY’s ~17.8% return and 18.8% drawdown. Stronger risk-adjusted resilience and steadier compounding with lower downside risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.420.410.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
620.11%15.13%1.36%5.73%0.92
Tangency Portfolio 14
74,851.98%60.36%-2.14%0.75%3.39
Initial Investment
$10,000.00
Final Value
$7,495,198.37
Regulatory Fees
$22,786.74
Total Slippage
$144,895.29
Invest in this strategy
OOS Start Date
Oct 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical, momentum/mean-reversion, volatility-hedged, sector rotation, bonds/commodities, daily rebalanced, leveraged/inverse etfs
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 14" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 14" is currently allocated toILCG, PGR, 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 14" has returned 13.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency Portfolio 14" is 12.09%. 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 14", 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.