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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 plan: flee to the U.S. dollar on volatility spikes; otherwise use an inflation‑linked bond fund’s trend to choose risk‑on (9 top‑trending big U.S. stocks) or risk‑off (momentum in commodity and bond funds), equal‑weighted.
NutHow it works
Each week: 1) If a fear gauge (VIXY) is surging (short‑term heat >75), go 100% to a strong‑U.S.-dollar fund (USDU). 2) Else check TIP (an inflation‑protected Treasury fund) over ~60 days. If TIP is up: risk‑on — buy the 3 fastest‑rising names from S&P 500, Nasdaq‑100 and Dow lists (9 stocks), equal‑weight. If TIP is down: risk‑off — split ~50/50 into the top 2 commodity funds and top 3 bond funds.
CheckmarkValue prop
Out-of-sample edge: ~32.9% annualized return vs 25.7% for the S&P, Sharpe ~1.57 vs 1.50, beta ~0.59, Calmar ~0.88. A volatility-hedged, regime-switching momentum strategy with higher upside, though drawdowns can be larger (~37%).

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Invest in this strategy
OOS Start Date
Oct 1, 2023
Trading Setting
Weekly
Type
Stocks
Category
Tactical allocation, momentum, trend following, regime switching, volatility hedge, cross-asset, equities, bonds, commodities, currency
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toTYD, FTGC, TBT, PDBCandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.91%. 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, crypto, and options.