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Symphonies
Adjusted Balanced Portfolio with Recession Case (200D)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily trend check on the S&P 500 toggles between a defensive 24% stocks/76% Treasuries-TIPS mix and a balanced ~60/40 global stock–bond mix, with value/small-cap tilts and REITs.
NutHow it works
Each day it checks where the S&P 500 sits versus its 200‑day average (a long‑term trend line). Based on that, it switches between two mixes: - Defensive: about 24% stocks and 76% Treasuries/TIPS - Balanced: about 60% stocks and 40% Treasuries/TIPS Stocks span US large/small (value tilt), real estate, international developed & emerging. Bonds are short/intermediate US Treasuries plus inflation‑protected Treasuries.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted grounds: Sharpe 3.63 vs 2.68, Calmar 10.55, max drawdown 1.2% vs 5.1%, and ~12.8% annual return with far lower risk—providing durable downside protection the S&P can’t match.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.010.370.670.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
85.89%13.05%1.29%4.09%0.8
Adjusted Balanced Portfolio with Recession Case (200D)
23.76%4.31%-1.4%-0.57%0.59
Initial Investment
$10,000.00
Final Value
$12,376.32
Regulatory Fees
$40.52
Total Slippage
$35.49
Invest in this strategy
OOS Start Date
May 4, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend filter (200-day), balanced 60/40, defensive switch, global equities, value tilt, small-cap tilt, treasuries, tips, real estate (reits)
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
AVDE
Avantis International Equity ETF
Stocks
AVDV
Avantis International Small Cap Value ETF
Stocks
AVEM
Avantis Emerging Markets Equity ETF
Stocks
AVUS
Avantis U.S. Equity ETF
Stocks
AVUV
Avantis U.S. Small Cap Value ETF
Stocks
DFIV
Dimensional International Value ETF
Stocks
FNDC
Schwab Fundamental International Small Equity ETF
Stocks
IJR
iShares Core S&P Small-Cap ETF
Stocks
RPV
Invesco S&P 500 Pure Value ETF
Stocks
SPTI
State Street SPDR Portfolio Intermediate Term Treasury 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 toIJR, VGSH, AVDV, VTIP, VNQ, SPTIandAVUS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 9.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 2.81%. 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.
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