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Symphonies
WarrenB feat. JChase | Deez | 21JUL2023 -watch-
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A mostly US-stock portfolio that splits 90% between VOO and JEPQ based on which has been calmer lately, plus 10% in short-term Treasuries for stability. It tilts toward lower-volatility equity and uses JEPQ’s options income to smooth returns.
NutHow it works
- 90% goes to two stock funds (VOO and JEPQ). 10% sits in short-term US Treasuries (VGSH) for stability. - Every so often, the 90% stock sleeve tilts toward whichever of VOO or JEPQ has been calmer over the last ~3 months (90 trading days). Calmer fund gets more; jumpier fund gets less. - Trading happens only when weights drift meaningfully (about a 10% band), so it doesn’t reshuffle constantly.
CheckmarkValue prop
Value: A 90/10 US equity tilt (VOO/JEPQ) with inverse-vol weighting and a 10% Treasuries ballast. Out-of-sample: Sharpe ~1.33 vs S&P 1.26; drawdown ~17.8% vs 18.8%; Calmar ~1.05. Steadier, higher risk-adjusted upside than the S&P.

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Invest in this strategy
OOS Start Date
Jul 21, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Us equities, volatility-weighted, covered-call income, tactical allocation, treasuries, low-cost etfs
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
JEPQ
J.P. Morgan Nasdaq Equity Premium Income ETF
Stocks
VGSH
Vanguard Short-Term Treasury ETF
Stocks
VOO
Vanguard S&P 500 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toVOO, JEPQandVGSH. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.83%. 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, crypto, and options.