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Symphonies
Adaptive All Weather Portfolio v1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A dynamic, K‑1‑free All Weather-style portfolio: if fear spikes, it moves to short‑term Treasuries. Otherwise it keeps a 30/55/15 mix and uses rate and momentum checks to pick leveraged growth, defensive hedges, USD, and top commodities.
NutHow it works
Step 1 (crash guard): if market fear (VIX via fund VIXY) looks overheated—RSI, a 0–100 “heat” score of recent moves, is above 54—the whole portfolio parks in short‑term Treasuries (SHY). Step 2: otherwise hold 30% stocks, 55% bonds, 15% commodities. Tests on bonds vs cash (BND vs BIL) and the trend in long Treasuries (TLT) decide if rates are rising or falling. In falling‑rate, it uses leveraged stock/bond funds; in rising‑rate, it adds USD strength (USDU) and bond shorts. Commodities tilt to recent winners. K‑1 free.
CheckmarkValue prop
Dynamic strategy with crash protection and K‑1‑free holdings. Lower beta vs the S&P, controlled drawdowns, and solid risk-adjusted returns (Calmar ~1.06). Diversified across bonds, USD, and commodities with selective leverage in favorable regimes.

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Invest in this strategy
OOS Start Date
Oct 13, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
All weather, tactical allocation, regime switching, leveraged/inverse etfs, volatility hedge, rates-sensitive, multi-asset, k-1 free
Tickers in this symphonyThis symphony trades 30 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLTR
abrdn Physical Precious Metals Basket Shares ETF
Stocks
OILK
ProShares K-1 Free Crude Oil ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
QID
ProShares UltraShort QQQ
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.

"Adaptive All Weather Portfolio v1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Adaptive All Weather Portfolio v1" is currently allocated toUSDU, OILK, COMT, BTAL, SLV, QID, PDBC, TMVandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Adaptive All Weather Portfolio v1" has returned 19.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Adaptive All Weather Portfolio v1" is 18.05%. 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 "Adaptive All Weather Portfolio v1", 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.