50% LFP/50% All-Weather
Today’s Change (Jul 31, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A balanced, buy‑and‑hold portfolio: 50% US stocks (with tech/health/staples tilt) and 50% diversifiers (gold, long Treasuries, market‑neutral anti‑beta, and managed‑futures trend followers) to smooth returns across different economic environments.
Buy-and-hold mix. About 50% in US stocks: SPY (broad market), VGT (tech), VHT (health care), VDC (everyday‑goods companies). About 50% in diversifiers: GLD (gold), TLT (long U.S. Treasuries), BTAL (market‑neutral “anti‑beta” for sell‑offs), and two trend‑followers (DBMF, KMLM) that can go long/short across commodities, bonds, and currencies.
Out-of-sample, this 50/50 all-weather mix beats the SPY on risk-adjusted returns (Sharpe 1.28 vs 1.02) with far smaller drawdowns (6.8% vs 18.8%), offering a steadier path to growth beyond stock-only bets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.04 | 0.41 | 0.69 | 0.83 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 118.7% | 14.9% | -0.68% | 3.47% | 0.91 | |
| 71.12% | 10% | 1.35% | 1.55% | 1.21 |
Initial Investment
$10,000.00
Final Value
$17,111.78Regulatory Fees
$0.10
Total Slippage
$1.62
Invest in this strategy
OOS Start Date
Aug 22, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Multi-asset, diversified, all-weather, equities, bonds, gold, managed futures, market-neutral, sector tilt, buy-and-hold
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
VDC
Vanguard Consumer Staples ETF
Stocks
VGT
Vanguard Information Technology ETF
Stocks
VHT
Vanguard Health Care ETF
Stocks