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Symphonies
V1.0.1c | 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

Weekly, rule-based, multi-asset momentum strategy. Rotates among stocks (via SPY/QQQ/DIA selections), commodities, currencies, and TIP-focused bonds. Canary switch to TIP for defense; cross-market momentum screen (incl. BIL, USDU, GLD) guides asset picks. Rebalances weekly.
NutHow it works
The strategy runs a weekly screen across multiple markets. If volatility signals are high, it shifts toward risk-off assets (Dollar, TIP, cash). If not, it builds exposure to top momentum stocks from SPY, QQQ, and DIA groups and adds momentum-driven picks from commodities and bonds. It uses a 20-day moving-average momentum screen to pick the best performers within each group, and it expands the candidate pool with cross-market assets (BIL, USDU, GLD) to reflect a broader momentum view. The defensive switch (BND → TIP) aims to protect against inflation risk. Rebalances occur every week to reflect the latest momentum signals.
CheckmarkValue prop
Out-of-sample performance beats the S&P: ~112% annualized return, Sharpe ~3.60 vs ~2.72, Calmar ~21.8, with similar drawdowns. A weekly, multi-asset momentum strategy shifting to TIP/USD/Gold in risk-off regimes while chasing leaders.

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Invest in this strategy
OOS Start Date
May 9, 2025
Trading Setting
Weekly
Type
Stocks
Category
Momentum-based, multi-asset, tactical allocation, weekly rebalance, risk management
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, AMGN, AMZN, CRM, CSCO, TRV, MSFTandMCD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 69.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.92%. 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.