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Symphonies
V1.0.1 | Pareto's Portfolio (Weekly Edition)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Weekly regime switch with a volatility safety valve. If fear spikes, move to T‑Bills. Otherwise, if inflation‑protected Treasuries are trending up, own the strongest big US stocks; if not, rotate into the strongest bond and commodity funds. Equal‑weighted picks.
NutHow it works
Each week, it: 1) Checks market “fear” via VIXY. If its RSI (a 0–100 “how fast it just moved” score) is >75, park in BIL (T‑Bills; cash‑like). 2) Else, looks at TIP (inflation‑protected Treasuries). If TIP has risen over 60 days: pick the 3 strongest names in each of S&P‑like, Nasdaq‑like, and Dow‑like lists (by ~1‑month trend). Gold (GLD), US dollar (USDU), or BIL can replace stocks if stronger. 3) If TIP is weak: hold the 2 best commodity funds and 3 best bond funds. Equal‑weight. Rebalance weekly.
CheckmarkValue prop
Out-of-sample annualized return ~42% vs S&P ~25%; Sharpe ~2.0 vs ~1.5; Calmar ~1.38; beta ~0.54; positive alpha. Delivers higher upside and diversification with a volatility shield, but drawdowns are larger (~30% vs ~19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.320.50.210.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
229.12%14.44%0.54%-0.34%0.82
V1.0.1 | Pareto's Portfolio (Weekly Edition)
2,696.88%45.83%-0.3%0.79%1.95
Initial Investment
$10,000.00
Final Value
$279,687.78
Regulatory Fees
$537.93
Total Slippage
$3,491.26
Invest in this strategy
OOS Start Date
Sep 27, 2023
Trading Setting
Weekly
Type
Stocks
Category
Regime switching, momentum, large-cap us equities, bonds, commodities, gold, usd, t-bills, volatility filter, weekly rebalance
Tickers in this symphonyThis symphony trades 59 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill 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 toNFLX, XOM, PEP, JNJ, AMGN, GLD, COSTandCAT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.57%. 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, and options.