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

About

A weekly, rules-based momentum portfolio with 3 modes: panic → move to a US dollar ETF; calm → own the 3 hottest names in each of the S&P 500, Nasdaq 100, and Dow; stress → split between top commodities/currency and top bond plays.
NutHow it works
Weekly rules with three modes. 1) Panic guard: if the “fear gauge” (VIXY) has surged—using an RSI speedometer (>75 means very hot)—move all to a US dollar fund (USDU). 2) Else, if inflation‑protected Treasuries (TIP) rose over ~3 months, go risk‑on: from S&P 500, Nasdaq 100, and Dow lists, buy the 3 strongest 1‑month winners in each, equal‑weighted. 3) Else, go risk‑off: split between the 2 strongest commodity/currency picks and the 3 strongest bond trades (some are leveraged). Rebalance weekly.
CheckmarkValue prop
Compelling value: out-of-sample Sharpe 3.43 vs SPY 2.99, Calmar ~21, and annualized return ~113% vs SPY ~41%, with similar max drawdown (~5.36% vs 5.07%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.330.620.210.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
347.75%13.8%1.36%5.73%0.83
V1.0.1b | Pareto's Portfolio (Weekly Edition) - K-1 Free
8,980.93%47.53%4.38%20.34%1.75
Initial Investment
$10,000.00
Final Value
$908,092.88
Regulatory Fees
$1,947.12
Total Slippage
$12,211.13
Invest in this strategy
OOS Start Date
May 9, 2025
Trading Setting
Weekly
Type
Stocks
Category
Tactical momentum, risk-on/risk-off, cross-asset rotation, volatility spike hedge, us dollar tilt, weekly rebalance
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, TBT, RGLD, BandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 113.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 5.36%. 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.