Skip to Content
Symphonies
Balanced Portfolio (Quarterly) with Recession Case (100D)
Today’s Change
—

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

About

A two-mode portfolio driven by a 100‑day SPY trend check: if SPY is above its ~5‑month average, go defensive (mostly long Treasuries and gold); otherwise hold a balanced 5‑way mix of US stocks, Treasuries, and gold. Rebalanced daily.
NutHow it works
Each day it checks SPY (a fund tracking 500 big US stocks). If SPY’s price is above its average over the last ~100 days (~5 months), it goes defensive: ~70% long‑term US Treasuries (VGLT), 20% gold (SGOL), 10% US stocks (VTI). Otherwise it holds 20% each in VTI, small‑value stocks (VIOV), long‑ and short‑term Treasuries (VGLT, VGSH), and gold (SGOL). It rebalances to those targets daily.
CheckmarkValue prop
Out-of-sample: Sharpe 2.91 vs 2.68, drawdown 3.28% vs 5.07%, positive alpha ~0.18%, Calmar 7.57—delivers steadier, downside-protected gains with a disciplined, regime-based tilt that complements the S&P 500, not just chase index returns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.190.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
711.57%14.51%0.54%-0.34%0.88
Balanced Portfolio (Quarterly) with Recession Case (100D)
151.46%6.15%2.69%5.8%0.64
Initial Investment
$10,000.00
Final Value
$25,145.70
Regulatory Fees
$112.96
Total Slippage
$287.02
Invest in this strategy
OOS Start Date
May 4, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend signal, multi-asset, us stocks, treasuries, gold, defensive rotation
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
SGOL
abrdn Physical Gold Shares ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
VGLT
Vanguard Long-Term Treasury ETF
Stocks
VGSH
Vanguard Short-Term Treasury ETF
Stocks
VIOV
Vanguard S&P Small-Cap 600 Value ETF
Stocks
VTI
Vanguard Total Stock Market 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 toVTI, SGOLandVGLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.10%. 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, and options.