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Symphonies
The Weekly Grind [Experimental] - what drawdowns okih2u mod?
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A four-sleeve portfolio: a stable COST/UNH core, a rotating trio of big‑tech movers, a 4‑asset defensive/sector hedge, and a trend‑driven macro pair (stocks/bonds/dollar/commodities), with sizing to temper risk and a loose rebalance band.
NutHow it works
The portfolio has four sleeves: 1) A steady core: 50% Costco (COST) and 50% UnitedHealth (UNH). 2) Tech movers: picks 3 of AAPL, MSFT, AVGO, TSLA, GOOGL that have moved the most over ~1 month; equal-weight them. 3) Defensive/hedge: picks the 4 best performers over ~7 months from Treasuries, gold, commodities, a market‑neutral fund (BTAL), and a few sectors (energy, staples, healthcare, miners); equal‑weight them. 4) Adaptive macro: chooses 2 of 4—UPRO (leveraged S&P 500), TMF (leveraged long Treasuries), UUP (US dollar), DBC (commodities)—based on ~6‑month trends, then sizes them to reduce risk. No fixed rebalance date; a tolerance band lets weights drift before adjusting.
CheckmarkValue prop
Out-of-sample: ~14.6% annualized return, max drawdown 14.1%, Calmar ~1.03, beta ~0.75. Four sleeves blend defensive core, tech movers, hedge, and adaptive macro for diversified risk and downside protection versus SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.670.640.8
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
534.93%14.43%1.71%4.56%0.89
The Weekly Grind [Experimental] - what drawdowns okih2u mod?
1,433.1%22.02%4.8%7.08%1.48
Initial Investment
$10,000.00
Final Value
$153,309.88
Regulatory Fees
$153.30
Total Slippage
$914.38
Invest in this strategy
OOS Start Date
Nov 17, 2022
Trading Setting
Threshold 9%
Type
Stocks
Category
Tactical asset allocation, sector rotation, trend-following, defensive hedging, inverse-vol sizing, leveraged etfs
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
MSFT
Microsoft Corp
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
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 symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO, XME, XLV, GOOGL, AVGO, DBC, XLE, UNH, TSLA, GLDandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 14.12%. 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 symphony, 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.