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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-rotating multi-asset “ballast” that mixes bonds, volatility, and commodities. It buys uptrends or deep pullbacks and parks in T‑bills when weak. It can flip long/short long Treasuries (TMF/TMV) and long/short natural gas (FCG/KOLD).
NutHow it works
Daily it splits into three sleeves: Bonds (TMF=3x long 20+yr Treasuries, TMV=3x short; or cash BIL) using simple trend/oversold checks (RSI=a short‑term “heat” gauge; MAs=trend). Volatility sleeve holds the 2 calmest of SVXY, VIXM, BTAL, GLD. Commodities trades DBC/XME (broad/miners), FCG/KOLD (nat‑gas long/short), and DBO (oil) on trend or oversold; else BIL.
CheckmarkValue prop
Out-of-sample: drawdown 6.5% vs S&P's ~18.8%, low beta, Calmar ~1.50, Sharpe ~1.13, plus diversified ballast (bonds, volatility, commodities). Safer, steadier gains and capital protection vs the S&P.
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
608.48%14.63%-1.77%0.2%0.9
Ballast Block | 2011-11-01
373.22%11.45%4.77%6.26%1.3
Initial Investment
$10,000.00
Final Value
$47,322.22
Regulatory Fees
$183.50
Total Slippage
$820.00
Invest in this strategy
OOS Start Date
May 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, trend + mean-reversion, commodities, treasuries, volatility, low-volatility selection, leveraged etfs, daily rebalance
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 ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X 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.

"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 10.80%. 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.