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Symphonies
Tangency Portfolio 5 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, risk‑on/risk‑off mix: 40% stocks (a tech‑driven sleeve that shifts between 2× Nasdaq, cash‑like T‑Bills, or brief 2× short via a heat/6‑month strength test), plus bonds, gold, real estate, and a 20% U.S. dollar stake.
NutHow it works
Split the money: 40% stocks, 20% bonds, 15% commodities (mainly gold), 5% real estate, 20% U.S. dollar. U.S. stocks ride tech using a short‑term “heat meter” and a 6‑month strength check. Default: a 2× Nasdaq fund. If tech lags defensive sectors: park in T‑Bills. At extremes: briefly 2× short or buy dips. Intl stocks and Treasuries are simple mixes. 2× magnifies gains/losses.
CheckmarkValue prop
Diversified, risk-managed strategy delivering a smoother ride than the S&P: out-of-sample drawdown ~7.5% vs ~18.8%, lower beta (~0.46), Calmar ~1.49, and solid risk-adjusted return. Protects capital while still participating in growth.

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Invest in this strategy
OOS Start Date
Oct 2, 2024
Trading Setting
Threshold 33%
Type
Stocks
Category
Multi-asset, tactical, momentum, risk-on/risk-off, leveraged, global equities, treasuries, gold, real estate, u.s. dollar
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 5 06/26/2008" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Tangency Portfolio 5 06/26/2008" is currently allocated toTIP, IEF, EEM, UUP, SHY, VNQ, EFA, QLD, IEI, GLDandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Tangency Portfolio 5 06/26/2008" has returned 11.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Tangency Portfolio 5 06/26/2008" is 7.47%. 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 5 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, crypto, and options.