Skip to Content
Symphonies
V1.0.1b | Pareto's Portfolio (Weekly Edition) - K-1 Free
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, weekly strategy: sidestep panics via a USD fund, go risk-on into recent winners among big U.S. stocks when the rate backdrop looks friendly, or shift to the strongest bond, dollar, and commodity trades when conditions worsen.
NutHow it works
Each week it checks two things. First, if the market’s fear gauge (VIX) has surged unusually fast, it parks the portfolio in a “strong U.S. dollar” fund (USDU). If not, it looks at inflation‑protected Treasuries (TIP) over ~3 months: if they’ve been rising, it buys recent winners among big U.S. stocks (often tech, healthcare, finance, energy) from the S&P 500, Nasdaq 100, and Dow. If not, it rotates into whichever bonds, dollar, and commodity plays are winning. Equal‑weighted; rebalanced weekly.
CheckmarkValue prop
Outperforms the S&P on risk‑adjusted growth: OOS Sharpe 3.68 vs 2.72; OOS return 120.29% vs 35.62%; Calmar ~22.4. Weekly, regime‑aware momentum that protects in panics (USD) and rides leaders in favorable times.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.320.620.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
340.18%13.3%-1.77%0.2%0.81
V1.0.1b | Pareto's Portfolio (Weekly Edition) - K-1 Free
9,302.7%46.64%-2.93%-1.13%1.73
Initial Investment
$10,000.00
Final Value
$940,269.67
Regulatory Fees
$2,191.35
Total Slippage
$13,791.27
Invest in this strategy
OOS Start Date
May 9, 2025
Trading Setting
Weekly
Type
Stocks
Category
Tactical asset allocation, momentum, trend-following, cross-asset, volatility filter, weekly rebalance, risk management, usd, bonds, commodities, us large-cap equities
Tickers in this symphonyThis symphony trades 56 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
ADM
Archer Daniels Midland Company
Stocks
AEM
Agnico Eagle Mines Ltd.
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

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, NVDA, JNJ, AMZN, CRM, CSCOandTRV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 74.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 10.15%. 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.