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Symphonies
Balanced Portfolio (Quarterly) with Recession Case (100D)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule-based, balanced portfolio that watches the S&P 500’s 100‑day trend. If price is above trend, it shifts to a defensive mix (mostly long‑term US Treasuries and gold). Otherwise it holds an even 5‑way mix of stocks, bonds, and gold.
NutHow it works
Each day it checks the S&P 500 (SPY) price vs its 100‑day average. If price is above the average: 70% long‑term US Treasuries, 20% gold, 10% total US stocks. Otherwise: 20% each in total US stocks, small‑cap value stocks, long‑term Treasuries, short‑term Treasuries, and gold. Rebalances to targets.
CheckmarkValue prop
Rule-based trend-filter strategy with lower downside and strong risk-adjusted returns. OOS drawdown: 3.28% vs SPY 5.07%; Calmar 6.85; 22.5% oos annualized return. Diversified mix provides protection and resilience vs the S&P 500.

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Invest in this strategy
OOS Start Date
May 4, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend filter (100-day), balanced, us stocks, small-cap value, treasuries, gold, defensive tilt
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.

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

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

Year-to-date, the symphony has returned 22.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 3.28%. 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.