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Symphonies
V1.0.1a | Pareto's Portfolio (Weekly Edition) - K-1 Free
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A weekly, rules-based, risk-on/risk-off strategy: flee to the U.S. dollar on volatility spikes, buy leading mega-cap stocks when TIPS are trending up, and otherwise rotate into the strongest commodity and bond funds.
NutHow it works
Weekly: 1) If fear jumps (VIXY’s 10‑day RSI>75; VIXY rises when volatility spikes), go 100% USDU (long U.S. dollar). 2) Else if TIP (TIPS bonds) is up over 60 trading days, go risk‑on: equal‑weight the 9 strongest mega‑cap U.S. stocks (top‑3 from S&P 500, Nasdaq‑100, Dow by 1‑month momentum). 3) Otherwise go risk‑off: half in the 2 strongest commodity ETFs, half in the 3 strongest bond ETFs (some leveraged). Rebalance weekly.
CheckmarkValue prop
Out-of-sample edge: ~34% annualized return vs ~25% for the S&P 500; Sharpe ~1.64 vs ~1.49; Calmar ~0.91. Higher drawdowns (~37% vs ~19%) in stress regimes, but USD hedge and risk-on/risk-off rotation target strong, resilient upside.

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Invest in this strategy
OOS Start Date
Oct 1, 2023
Trading Setting
Weekly
Type
Stocks
Category
Tactical, momentum, risk-on/risk-off, multi-asset, weekly, volatility filter, usd hedge, large-cap stocks, commodities, bonds
Tickers in this symphonyThis symphony trades 48 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
BRK/B
BERKSHIRE HATHAWAY Class B
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, UNH, COSTandCAT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 37.26%. 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.