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Symphonies
Tangency Portfolio 4 06/26/2008
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A diversified, rules‑based “tangency” portfolio that spreads across assets and tactically flips US‑stock exposure between leveraged tech on dips, defensive stocks, and Treasuries when volatility spikes, aiming for strong return per unit of risk.
NutHow it works
Core mix spans US/international stocks, a Treasury bond ladder (incl. inflation‑protected bonds), gold, real estate, and the US dollar. The US‑stock sleeve is tactical: it buys a 2× Nasdaq fund (QLD, big‑tech heavy) on sharp dips (RSI = how stretched price is; low means oversold), shifts to Treasuries (IEF/TLT) when QQQ/SPY volatility jumps, defaults to steadier stocks (XLP/VIG), and parks in T‑bills (BIL) when signals weaken.
CheckmarkValue prop
Out-of-sample edge: Sharpe 2.30 vs S&P 1.01; Calmar 2.74; max drawdown 6.1% vs 18.8%; annualized return 16.68% vs 17.93%; beta 0.31. Higher risk-adjusted return with far tighter downside protection.

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OOS Start Date
Oct 2, 2024
Trading Setting
Threshold 33%
Type
Stocks
Category
Multi-asset, tactical allocation, volatility filter, dip-buying, treasuries ladder, gold, real estate, usd, international stocks
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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 4 06/26/2008" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 4 06/26/2008" is currently allocated toTIP, IEF, EEM, UUP, SHY, VNQ, VIG, EFA, QLD, IEI, GLD, TLT, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 4 06/26/2008" has returned 14.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency Portfolio 4 06/26/2008" is 6.09%. 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 4 06/26/2008", 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.