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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 tactical, leveraged All Weather: ~30/55/15 in stocks/bonds/commodities with a volatility circuit breaker and rate-aware switches that flip between aggressive, defensive, or short positions (plus USD). Uses only K‑1‑free commodity funds.
NutHow it works
Base mix ~30% stocks, 55% bonds, 15% commodities. When fear (VIXY) runs hot by RSI (a speed-of-moves meter), the stock slice parks in SHY. Stocks: calm -> 3x S&P/Nasdaq/tech/semis/financials; stress & rising rates -> staples/energy + inverse S&P/Nasdaq + long USD; stress & falling rates -> 2x S&P/Nasdaq. Bonds: calm -> VGLT/VGIT; rising -> short Treasuries + long USD; falling -> 3x long Treasuries. Commodities: PDBC + recent winners.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.08 and Calmar ~1.12 with ~18% drawdown. Beta ~0.55 means less market sensitivity. A diversified, leveraged mix of stocks/bonds/commodities with crash protection and a USD hedge aims to beat the S&P on risk-adjusted returns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.30.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
267.69%15.3%1.36%5.73%0.87
Adaptive All Weather Portfolio v1
712.21%25.73%-0.08%7.58%1.57
Initial Investment
$10,000.00
Final Value
$81,220.58
Regulatory Fees
$289.59
Total Slippage
$1,727.18
Invest in this strategy
OOS Start Date
Oct 13, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Multi-asset, tactical allocation, leveraged/inverse etfs, bonds, equities, commodities, usd hedge, crash protection, momentum, mean reversion
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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, GLTR, COMT, BTAL, SLV, QID, SDSandPDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Adaptive All Weather Portfolio v1" has returned 20.24%. 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, crypto, and options.