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Symphonies
(A) Serenity Output: Tangency Portfolio 17 (33/7% MDD) since 2012
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑based, defensive, multi‑asset strategy. It cuts risk fast into T‑bills and volatility/short hedges when markets get overheated or shaky, and joins uptrends across stocks, bonds, gold, and commodities. Designed to lag SPY in big rallies but avoid deep drawdowns.
NutHow it works
Goal: keep losses small. It watches two simple gauges: trend (is price above its average?) and heat (is it running too hot/cold). If heat is high or volatility jumps, it moves to T‑bills/cash (SHV/BIL/SHY) and hedges (VIXY/UVXY, SH/PSQ). If trends are healthy, it owns broad stocks (SPY/QQQ and sectors) plus trend sleeves in bonds (TLT/IEF/TMF), gold (GLD/IAU) and commodities (DBC, oil/nat‑gas XLE/DBO/FCG).
CheckmarkValue prop
Defensive, multi-asset strategy that prioritizes capital preservation. Out-of-sample data shows drawdowns around 7% vs ~19% for SPY, with steadier risk-adjusted performance—even if upside trails in strong bull markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.260.130.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
599.93%14.79%1.75%5.97%0.91
(A) Serenity Output: Tangency Portfolio 17 (33/7% MDD) since 2012
4,627.75%31.42%0.84%2.33%3
Initial Investment
$10,000.00
Final Value
$472,774.79
Regulatory Fees
$1,408.43
Total Slippage
$8,268.70
Invest in this strategy
OOS Start Date
Oct 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical, trend-following, volatility-hedged, defensive, drawdown control, risk-managed
Tickers in this symphonyThis symphony trades 61 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AIA
iShares Asia 50 ETF
Stocks
BGX
Blackstone Long-Short Credit Income Fund
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
EDV
Vanguard World Funds Extended Duration 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 toFCG, IEF, QQQ, XMPT, UUP, DBC, SHY, SPY, DBO, ICLN, SHV, XLE, EDV, GLD, TLT, TAN, FAN, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 5.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.10%. 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.