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Symphonies
Tangency Portfolio 15 **
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily‑rotating, multi‑asset strategy. It rides stock and commodity uptrends, buys deep tech dips, and adds VIX/cash/bonds when markets get “too hot” or volatility spikes. Separate oil, gas, dollar, and REIT sleeves follow strict trend rules to diversify and defend.
NutHow it works
It’s a daily “traffic‑light” system. When stocks look strong (price above its averages), it rides leaders (often big‑cap tech/semis/energy). When they look too hot, it adds volatility hedges. When fear rises or trends break, it shifts to T‑Bills and Treasuries, with gold/commodities as diversifiers. Oil, gas, dollar, and REIT sleeves run on their own trend rules. The aim: grow in uptrends, buy rare dips, and cut risk fast when markets wobble.
CheckmarkValue prop
Out-of-sample, this dynamic, multi-asset strategy trims downside (drawdown ~12.7% vs SPY ~18.8%), dampens volatility through hedges, and targets steadier risk-adjusted growth with preserved upside potential.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.380.430.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
623.02%14.89%-0.15%0.4%0.92
Tangency Portfolio 15 **
51,764.04%55.05%0.83%-1.31%3.26
Initial Investment
$10,000.00
Final Value
$5,186,403.88
Regulatory Fees
$17,727.76
Total Slippage
$109,884.52
Invest in this strategy
OOS Start Date
Oct 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend following, mean reversion, volatility hedged, dynamic allocation, daily rebalance
Tickers in this symphonyThis symphony trades 77 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
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
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 15 **" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 15 **" is currently allocated toILCG, FCG, KOLD, SVXY, UUP, DBC, SHY, DBO, XLE, EDC, ICF, TLT, TMV, SCHD, BIL, FXR, VOOVandIFGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 15 **" has returned 7.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency Portfolio 15 **" is 12.68%. 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 15 **", 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.