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Symphonies
Ballast Block | 2011-11-01
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily-checked, multi-asset portfolio that tilts into uptrends and steps aside to cash when conditions are weak or overheated. Bonds, commodities, and defensive assets are combined to balance growth and risk, with leveraged funds used selectively.
NutHow it works
The portfolio checks markets daily. If an asset is trending up and not “too hot,” it’s owned; if trending down or too wild, it moves to cash-like T‑bills. Bonds can flip between “bet on falling rates,” “bet on rising rates,” or cash. Commodities rotate across oil, gas, and broad metals. A defensive sleeve picks the two calmest options.
CheckmarkValue prop
Out-of-sample results offer stronger downside protection: 5.8% max drawdown vs 18.8% for the S&P 500, Calmar 1.26 and 7.3% annualized return. A diversified, trend-driven, defensive mix designed to weather volatility better than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.11-00-0.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
610.16%14.68%-2.64%-1.35%0.9
Ballast Block | 2011-11-01
372.82%11.47%2.36%8.58%1.3
Initial Investment
$10,000.00
Final Value
$47,282.49
Regulatory Fees
$183.03
Total Slippage
$817.51
Invest in this strategy
OOS Start Date
May 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical allocation, trend-following, momentum, volatility filter, bonds, commodities, defensive, risk-on/risk-off
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
FCG
First Trust Natural Gas ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
KOLD
ProShares UltraShort Bloomberg Natural Gas
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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.

"Ballast Block | 2011-11-01" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Ballast Block | 2011-11-01" is currently allocated toXME, FCG, TMF, DBC, DBO, BTAL, VIXMandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Ballast Block | 2011-11-01" has returned 11.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Ballast Block | 2011-11-01" is 6.53%. 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 "Ballast Block | 2011-11-01", 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.