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Symphonies
D-Fence v1.0 (@K Roth) 29 | 19 | 2020
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily market-timing strategy that owns aggressive U.S. stock funds in good times, but switches to a diversified defense mix when major indexes weaken and defensive stocks take the lead.
NutHow it works
This strategy asks one big question each day: is the stock market healthy or unhealthy? If healthy, it owns a mix of major U.S. stock funds, including some extra-aggressive ones that amplify market moves. If unhealthy, it shifts into a defense mix: very short-term Treasury funds, one bond fund, a managed-futures fund (DBMF), and 2 hedges such as inverse stock funds or volatility exposure.
CheckmarkValue prop
Diversified, trend-following strategy that switches to defense in weak markets and hedges risk. Out-of-sample: 3.02% annualized vs SPY’s 13.30%; higher drawdown and lower risk-adjusted return—best as a volatility-diversifying SPY complement.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.890.510.71
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
181.2%17.7%-0.05%3.57%1.06
D-Fence v1.0 (@K Roth) 29 | 19 | 2020
382.22%28.14%-1.14%3.05%1.3
Initial Investment
$10,000.00
Final Value
$48,221.91
Regulatory Fees
$81.43
Total Slippage
$307.53
Invest in this strategy
OOS Start Date
Jun 28, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, risk-on/risk-off, defensive rotation, hedging, managed futures
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
RSP
Invesco S&P 500 Equal Weight ETF
Stocks
RWM
ProShares Short Russell2000
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.

"D-Fence v1.0 (@K Roth) 29 | 19 | 2020" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"D-Fence v1.0 (@K Roth) 29 | 19 | 2020" is currently allocated toQQQ, RSP, SPY, QLD, SSOandQQQE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "D-Fence v1.0 (@K Roth) 29 | 19 | 2020" has returned 6.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "D-Fence v1.0 (@K Roth) 29 | 19 | 2020" is 7.05%. 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 "D-Fence v1.0 (@K Roth) 29 | 19 | 2020", 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.
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