Skip to Content
Symphonies
Vanguard Mean Reversion Hybrid
Today’s Change
—

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

About

A quarterly sector-rotation mix: mostly buys recent 2‑week losers (aiming for a bounce) plus a small tilt to the 200‑day winner, using Vanguard sector ETFs. About half stays in cash to reduce volatility.
NutHow it works
Each quarter it looks at 11 Vanguard U.S. sector funds (Energy, Tech, Health Care, Financials, Real Estate, Utilities, Materials, Industrials, Comm Services, Staples, Discretionary). It buys the 3 worst over the past 14 days (20% total). Another 30%: 80% again to those 3, 20% to the 200‑day winner. The rest sits in cash.
CheckmarkValue prop
Diversified sector-rotation with a 50% cash buffer offers steadier growth and lower risk. OOS: ~15% annualized return, ~0.85 beta to SPX, max drawdown ~18.6%, Sharpe ~1.01. Potential mean-reversion upside with downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.050.980.820.91
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
714.07%10.85%1.2%6.23%0.63
Vanguard Mean Reversion Hybrid
1,801.04%15.56%2.64%0.69%0.8
Initial Investment
$10,000.00
Final Value
$190,104.13
Regulatory Fees
$104.78
Total Slippage
$706.34
Invest in this strategy
OOS Start Date
Jan 10, 2023
Trading Setting
Quarterly
Type
Stocks
Category
Sector rotation, mean reversion, trend following, vanguard sector etfs, quarterly rebalance, cash allocation
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"Vanguard Mean Reversion Hybrid" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Vanguard Mean Reversion Hybrid" is currently allocated toVDC, VAW, VFHandVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vanguard Mean Reversion Hybrid" has returned 14.96%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Vanguard Mean Reversion Hybrid" is 18.63%. 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 "Vanguard Mean Reversion Hybrid", 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, crypto, and options.