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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 defensive, rules‑based barbell: big USD and Treasury core, with a small adaptive stock sleeve. It buys 2x Nasdaq on deep dips, hides in Treasuries when volatility spikes, and otherwise holds steadier consumer‑staples/dividend‑grower funds.
NutHow it works
Think barbell. About half sits in a USD fund (USDU). The rest splits between Treasuries (IEF) and a stock sleeve that adapts. - If a 2x Nasdaq fund (QLD) looks very weak (RSI, 0–100; <28 = oversold), buy QLD. - If day‑to‑day swings jump, park in Treasuries. - Otherwise hold steadier stock funds (consumer staples, dividend‑growers). A small “bets” sleeve turns on after sharp drops or choppy days, switching between QLD, long Treasuries, or USD using quick checks of recent return, volatility, and short‑term strength.
CheckmarkValue prop
Out-of-sample, this strategy improves risk-adjusted returns and downside control vs the S&P: Sharpe ~1.70 vs 1.50; max drawdown ~9.8% vs ~18.8%; Calmar ~2.14; beta ~0.65. Defensive barbell with dip-buying aims for steadier compounding and resilience.

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Invest in this strategy
OOS Start Date
Nov 6, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Rules-based,tactical allocation,defensive core,volatility filter,dip-buying,treasuries hedge,leveraged tech sleeve,currency 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, 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 19.90%. 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.