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Symphonies
V1.1 Pareto's Portfolio | Garen Emerging Markets Mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based rotation that parks in T‑Bills on volatility spikes, owns top‑trending US mega‑caps when bonds beat cash, or otherwise rotates into the strongest of commodities, bonds, or global country ETFs. Seeks offense in calm, defense in stress.
NutHow it works
Step 1: Check market fear via VIXY (an ETF tied to volatility). If its RSI (a simple speedometer of recent moves) > 70, go 100% to BIL (T‑Bills). Step 2: Else, if 60‑day bonds (BND) beat cash (BIL), buy the top‑trending big US stocks (3 picks each from SPY/QQQ/DIA lists). Step 3: Else, own whichever is strongest: Commodities, Bonds, or Global country ETFs, then the top funds inside it. Rebalanced daily.
CheckmarkValue prop
Disciplined, rules-based multi-asset strategy that hedges spikes with 100% to T-Bills and rotates into top mega-cap momentum or macro sleeves. Outsized, out-of-sample return (~22% annually) with diversification beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.170.490.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
283.7%15.61%1.75%5.97%0.89
V1.1 Pareto's Portfolio | Garen Emerging Markets Mod
713.6%25.38%0.63%13.37%1.09
Initial Investment
$10,000.00
Final Value
$81,360.04
Regulatory Fees
$775.51
Total Slippage
$4,686.98
Invest in this strategy
OOS Start Date
Oct 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, risk-on/risk-off, volatility filter, multi-asset, global macro, trend following
Tickers in this symphonyThis symphony trades 73 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
ARGT
Global X MSCI Argentina ETF
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BA
Boeing 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 toXOM, PEP, JNJ, HON, AAPL, CSCOandCAT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 33.04%. 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.