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Symphonies
BACKTEST v1.3a | Adaptive All Weather Portfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Adaptive All‑Weather mix (Stocks ~30%, Bonds ~55%, Commodities ~15%) with fear and interest‑rate switches. Uses 2–3x funds in good trends and shifts to defensive, U.S. dollar, or bear funds when stress/rates rise. K‑1 free, threshold rebalancing (~10%).
NutHow it works
Goal: profit in any economy via 3 buckets—Stocks ~30%, Bonds ~55%, Commodities ~15%. A fear switch parks in T‑bills; if the trend still points up, it may buy one 2x stock/oil fund on a dip. In normal times: Stocks use 2–3x S&P/Nasdaq/sector funds in good times; when rates rise, it shifts to defensive sectors, a low‑vol fund, the U.S. dollar, and can use bear funds. Bonds: long Treasuries (often 3x) when rates fall; dollar/short‑bond/inverse‑Treasury funds when rates rise. Commodities: broad basket + recent leaders. RSI = 0–100 speed gauge.
CheckmarkValue prop
Adaptive All-Weather with regime switches and leverage aims to beat the S&P with lower risk. OOS: ~23.0% annualized vs SPY 23.71%, beta ~0.62, max drawdown ~18.30% vs 18.76%, Calmar ~1.26; K‑1 free.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.230.420.180.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
296.33%14.13%1.36%5.73%0.82
BACKTEST v1.3a | Adaptive All Weather Portfolio
1,717.13%32.09%0.16%7.85%1.62
Initial Investment
$10,000.00
Final Value
$181,712.76
Regulatory Fees
$652.41
Total Slippage
$3,901.96
Invest in this strategy
OOS Start Date
Nov 3, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend/momentum, volatility switch, leveraged etfs, inverse etfs, sector rotation, macro, crash protection
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toGLTR, USO, UUP, DBC, BTAL, SLV, XLYandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.30%. 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, crypto, and options.