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Symphonies
The Anti-ESG Portfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Holds the S&P 500 when the market’s been rising. If the last ~3 months are flat or down, it rotates into the two best performers among energy (IYE), defense (ITA), gaming (ESPO), and leisure/entertainment (PEJ), equally weighted.
NutHow it works
It checks how the S&P 500 (SPY) did over ~3 months (60 trading days). If SPY is flat or down, it buys the two strongest of: energy (IYE), defense (ITA), video gaming/esports (ESPO), and leisure/entertainment (PEJ), split 50/50. If SPY is up, it holds SPY. Trades only on rule flips or ~5% drift.
CheckmarkValue prop
A simple regime-based strategy: stay with SPY in up markets and rotate to the top two of ESPO, IYE, ITA, PEJ when SPY weak. Out-of-sample: ~23.3% annualized return vs ~13.9% for SPY; Sharpe 1.23 vs 0.82.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.060.930.810.9
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
195.4%16.76%2.19%5.01%0.89
The Anti-ESG Portfolio
309.52%22.34%2.19%5%1.1
Initial Investment
$10,000.00
Final Value
$40,952.22
Regulatory Fees
$51.97
Total Slippage
$342.46
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical rotation, momentum, market regime filter, sector etfs, s&p 500, energy, defense, gaming, leisure
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
ESPO
VanEck Video Gaming and eSports ETF
Stocks
ITA
iShares U.S. Aerospace & Defense ETF
Stocks
IYE
iShares U.S. Energy ETF
Stocks
PEJ
Invesco Leisure and Entertainment ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
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.

"The Anti-ESG Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"The Anti-ESG Portfolio" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "The Anti-ESG Portfolio" has returned 23.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "The Anti-ESG Portfolio" is 23.15%. 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 "The Anti-ESG Portfolio", 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.