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Symphonies
V1a Bank + Insurance Portfolio - LBT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A risk-managed mix: a defensive core of staples/dividend stocks plus Treasuries, a tactical sleeve that toggles between a 2x Nasdaq fund, long Treasuries, and the US dollar using oversold and volatility cues, plus a constant USD hedge.
NutHow it works
Three sleeves: (1) Core holds defensive stocks (XLP=US staples, KXI=global staples, VIG=US dividend growers, overweight VIG) plus 7–10Y Treasuries (IEF). (2) Tactical flips among QLD (2x Nasdaq), long Treasuries (TLT), and USD (USDU) using simple cues: oversold (RSI<28) buys QLD; high choppiness (std dev on SPY/QQQ) parks in IEF/TLT; after a sharp 6‑day drop it alternates QLD/TLT based on a big 1‑day pop. (3) A standing USDU slice. RSI=0–100 hot/cold; std dev=choppiness.
CheckmarkValue prop
Out-of-sample this strategy delivers stronger risk-adjusted performance than the S&P 500: Sharpe ~1.70 vs ~1.50, max drawdown ~9.8% vs ~18.8%, beta ~0.65, plus a USD hedge. Lower downside with meaningful upside potential.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.520.650.8
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
362.88%13.4%0.54%-0.34%0.82
V1a Bank + Insurance Portfolio - LBT
1,006.92%21.82%0.88%0.82%1.82
Initial Investment
$10,000.00
Final Value
$110,691.88
Regulatory Fees
$199.01
Total Slippage
$1,100.27
Invest in this strategy
OOS Start Date
Nov 6, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Multi-asset,tactical allocation,volatility filter,rsi-based,defensive core,leveraged etf,us treasuries,consumer staples,usd hedge
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
KXI
iShares Global Consumer Staples ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
Stocks
VIG
Vanguard Dividend Appreciation ETF
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.

"V1a Bank + Insurance Portfolio - LBT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a Bank + Insurance Portfolio - LBT" is currently allocated toIEF, KXI, QLD, VIG, XLPandUSDU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Bank + Insurance Portfolio - LBT" has returned 20.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a Bank + Insurance Portfolio - LBT" is 9.82%. 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 "V1a Bank + Insurance Portfolio - LBT", 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.