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Symphonies
D-Fence v2.0 (@K) 10|14|2007
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based portfolio that goes defensive (T‑bills, bonds, managed‑futures, defensive sectors) when markets weaken; otherwise holds SPY+QQQ, adding a small 2× S&P (SSO) boost after a strong month. Rebalanced daily.
NutHow it works
Each day it looks for warning signs: if the S&P 500 or Nasdaq fall below recent average prices, or if high‑yield bonds (HYG) weaken, it shifts to a defensive mix: 20% T‑bills (BIL), 20% bond funds (BND/IEF/TLT/VCIT), 20% managed‑futures (DBMF), 40% defensive sectors (XLV/XLU/XLP). If no warnings, it holds SPY+QQQ; after a very strong month (S&P ~20‑day gain >6%), it adds a small 2× S&P slice (SSO). Rebalances daily.
CheckmarkValue prop
Out-of-sample tested and risk-aware: Calmar 5.56 and max OOS drawdown 0.77% vs SPY 1.41%. With ~4.26% OOS return, it defends in downturns and still seeks upside with a small leverage tilt—stronger risk-adjusted growth than the S&P 500.

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Invest in this strategy
OOS Start Date
Sep 15, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, risk-on/risk-off, defensive sectors, bonds/cash, managed futures, leverage overlay
Tickers in this symphonyThis symphony trades 13 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
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
VCIT
Vanguard Intermediate-Term Corporate Bond 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 v2.0 (@K) 10|14|2007" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"D-Fence v2.0 (@K) 10|14|2007" is currently allocated toIEF, VCIT, XLV, DBMF, XLU, TLT, BIL, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "D-Fence v2.0 (@K) 10|14|2007" has returned 4.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "D-Fence v2.0 (@K) 10|14|2007" is 0.77%. 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 v2.0 (@K) 10|14|2007", 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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