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

About

A balanced mix that switches to a recession‑defensive allocation when the S&P 500 drops below its 200‑day average. Normal: 40% stocks, 40% Treasuries, 20% gold. Defensive: 10% stocks, 70% long Treasuries, 20% gold. Reviewed daily.
NutHow it works
It watches the S&P 500’s price vs its ~200‑day average (about 10 months). If price falls below that average, it goes defensive: 70% VGLT (long US Treasuries), 20% SGOL (gold), 10% VTI (US stocks). Otherwise it stays balanced: 20% each of VTI (broad US stocks), VIOV (small‑value stocks), VGLT, VGSH (short Treasuries), and SGOL. It checks daily and rebalances to target weights.
CheckmarkValue prop
Out-of-sample resilience: 3.28% max drawdown vs 5.07% SPY, low beta (~0.12), Calmar 6.85, Sharpe 2.58. Diversified mix (stocks, Treasuries, gold) cushions downturns while pursuing growth vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.170.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
712.81%14.77%1.36%5.73%0.89
Balanced Portfolio (Quarterly) with Recession Case
149.85%6.2%0.9%5.97%0.64
Initial Investment
$10,000.00
Final Value
$24,984.95
Regulatory Fees
$95.67
Total Slippage
$178.13
Invest in this strategy
OOS Start Date
May 4, 2025
Trading Setting
Daily
Type
Stocks
Category
Balanced, tactical asset allocation, trend filter, us stocks, treasuries, gold, small-cap value
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 toVTI, SGOLandVGLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 3.28%. 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.