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

About

A daily, rules-based, multi-asset portfolio. It always owns the 4 strongest models and uses trend, overbought/oversold, and volatility checks to shift among stocks, Treasuries, emerging markets, oil/nat gas, gold/agriculture, sectors, and currencies.
NutHow it works
Daily, it splits money equally into the 4 sub-strategies with the best 90-day gains. Each sub-strategy uses three simple checks: - Trend: is price above/below its recent average? - Hot/Cold: RSI ≈ 0–100 “heat gauge” (>70 hot, <30 cold). - Volatility: are swings expanding or calming? It then rotates among growth stocks (QQQ/TQQQ), US Treasuries (TLT/TMF/TMV), emerging markets (EDC/EDZ), oil & nat gas (USO/USL, UNG/UNL, KOLD), gold/agriculture (GLD/DBA), sectors, and short Yen/Euro (YCS/EUO).
CheckmarkValue prop
Out-of-sample, this dynamic multi-asset strategy delivers superior risk-adjusted return and alpha vs SPY: Sharpe ~1.23 vs 0.83, annualized ~36% vs ~15%. It adapts to regimes to ride trends and hedge extremes (with higher drawdowns).

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Invest in this strategy
OOS Start Date
Nov 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset regime rotation, trend + mean reversion, leveraged etfs, commodities (oil/nat gas), sectors, bonds, currencies
Tickers in this symphonyThis symphony trades 91 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BIS
ProShares UltraShort NASDAQ Biotechnology
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
CWB
State Street SPDR Bloomberg Convertible Securities ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBP
Invesco DB Precious Metals Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X 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.

"Ultimate Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Ultimate Portfolio" is currently allocated toXME, EEV, KOLD, YCS, DBA, XOM, SMH, QQQ, XLF, KIE, BTAL, VLO, XLE, EDC, PEJ, SRS, BRK/B, IGV, XLU, EQNR, TLT, IVV, BIS, TMV, UNL, LNGandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Ultimate Portfolio" has returned 26.59%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Ultimate Portfolio" is 28.61%. 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 "Ultimate 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, and options.