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Symphonies
D-Fence v1.2 (@K) 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 trend switch: when major US stock indexes weaken, it moves mostly to T‑Bills with hedges (managed‑futures and small inverse stock positions) and a small bond mix; when trends are healthy, it owns the S&P 500 (SPY).
NutHow it works
Each day it checks the long‑term trend: if SPY or QQQ is below its 200‑day average (a simple “is the market weak?” line), it switches to a defensive mix: ~80% BIL (T‑Bills), ~10% DBMF (managed‑futures), ~10% PSQ/SH (short Nasdaq/S&P), plus a small bond slice (BND, IEF, TLT, VCIT). Otherwise it holds SPY. Rebalanced daily.
CheckmarkValue prop
Compelling value: S&P-like upside with strong downside protection. OOS Sharpe ~2.67 vs SPY ~2.69; max drawdown ~1.4%; beta ~1; Calmar ~21. Daily trend-switch to cash/bonds, futures, and inverse hedges preserves gains and curbs losses.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.080.230.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
200.66%16.06%1.41%3.39%0.86
D-Fence v1.2 (@K) 29 | 19 | 2020
134.58%12.22%1.41%3.39%0.95
Initial Investment
$10,000.00
Final Value
$23,458.05
Regulatory Fees
$21.51
Total Slippage
$93.79
Invest in this strategy
OOS Start Date
Sep 10, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical, trend-following, risk-on/off, defensive, managed futures, inverse-hedge, bonds, t-bills
Tickers in this symphonyThis symphony trades 10 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
SH
ProShares Short S&P500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

"D-Fence v1.2 (@K) 29 | 19 | 2020" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"D-Fence v1.2 (@K) 29 | 19 | 2020" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "D-Fence v1.2 (@K) 29 | 19 | 2020" has returned 30.28%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "D-Fence v1.2 (@K) 29 | 19 | 2020" is 1.41%. 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 v1.2 (@K) 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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