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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

Rules‑based, adaptive “all‑weather” mix of stocks, bonds, commodities, and the U.S. dollar. It watches fear and interest‑rate trends, adds leverage in good times, and uses defensive/short funds in bad—aiming to beat the S&P 500 over full cycles.
NutHow it works
1) If market fear jumps, it flips to crash mode: either parks in very short‑term bonds/cash or holds one small bullish fund only if big‑tech is still above its trend. 2) Otherwise it holds ~55% bonds, 30% stocks, 15% commodities and rotates using recent trends and a short‑term “hot/cold” score: when rates fall it leans into 2–3x stock/bond funds; when rates rise it shifts to defensive sectors, the U.S. dollar, and inverse (short) funds. Commodities favor recent leaders (oil, gold/silver).
CheckmarkValue prop
Adaptive all-weather strategy with crash protection and regime switches. Out-of-sample: ~21.8% vs SPY 23.3%, but lower drawdown (18.3% vs 18.8%), lower beta (~0.62) and stronger risk-adjusted resilience than the S&P 500.

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Invest in this strategy
OOS Start Date
Nov 3, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Multi-asset,tactical asset allocation,trend + mean reversion,leveraged etfs,long/short,volatility switch,sector rotation,bonds,commodities,currency
Tickers in this symphonyThis symphony trades 38 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
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
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLTR
abrdn Physical Precious Metals Basket Shares ETF
Stocks
GUSH
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X Shares
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 toUPRO, VGLT, SOXL, USO, DBC, COMT, TECL, TQQQ, GLDandVGIT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.42%. 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, and options.