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Symphonies
Tangency Portfolio 16 **
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule‑based, multi‑asset strategy. It buys dips and rides trends in growth/tech when conditions are good, and quickly adds hedges (VIX funds, defensive long/short, cash, Treasuries) when markets look overheated or volatility spikes.
NutHow it works
Think of a daily thermostat for markets. - RSI is a simple “too hot/too cold” gauge: hot = trim risk/hedge; cold = buy dips; in-between = ride trends if price is above moving averages. - Hot: shift from stocks toward “fear” funds (VIXY/UVXY) and defensive mixes (BTAL, EUM). - Cold: add tech/semis (TQQQ, TECL, SOXL). - Bonds flip among cash‑like T‑bills (BIL/SHY), long Treasuries (TLT) or 3× Treasury up/down (TMF/TMV) by trend/RSI. - Commodities (oil/nat‑gas/DBC) only when trends are strong. - Uses leveraged/inverse ETFs—high risk.
CheckmarkValue prop
Out-of-sample this strategy outperforms the S&P on risk-adjusted return: ~16.2% vs 15.2% annualized, drawdown ~12.3% vs 18.8%, and Calmar ~1.32 with low beta (~0.75). Higher growth with less downside via dynamic hedging and trend-following.

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Invest in this strategy
OOS Start Date
Nov 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical allocation, momentum and mean reversion, volatility hedging, leveraged etfs, sector rotation, commodities timing
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 16 **" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 16 **" is currently allocated toILCG, BGX, TMF, UUP, DBC, SHY, TECL, TQQQ, SHV, EDZ, XLE, TLT, SCHD, BIL, FXRandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 16 **" has returned 16.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency Portfolio 16 **" is 12.27%. 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 16 **", 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.