50% LFP/50% All-Weather
Today’s Change (Oct 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A buy-and-hold portfolio that puts about half in stock growth and half in defenses like gold, Treasury bonds, and alternative funds to aim for a smoother ride.
This portfolio simply spreads money across 9 investments and mostly leaves them alone.
About half is in stocks: the overall U.S. market, technology, healthcare, and everyday household goods. The other half is in “shock absorbers”: gold, long-term U.S. government bonds, and specialized funds designed to hold up better when regular stocks struggle.
This strategy blends growth and crisis-hedges for better risk-adjusted returns vs the S&P 500: out-of-sample Sharpe 1.42 vs 1.06, max drawdown 6.8% vs 18.8%, and lower beta - steady gains with crisis resilience.
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 | |
|---|---|---|---|---|---|
| 128.53% | 15.13% | -0.05% | 3.57% | 0.94 | |
| 78.76% | 10.41% | 1.07% | 4.82% | 1.26 |
Initial Investment
$10,000.00
Final Value
$17,876.27Regulatory Fees
$0.10
Total Slippage
$1.62
Invest in this strategy
OOS Start Date
Aug 22, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Diversified, all-weather, strategic allocation, stocks, gold, treasuries, managed futures, market-neutral, defensive
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