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Symphonies
David Swensen (Leveraged)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A leveraged, globally diversified take on the Yale/Swensen model: 70% in stock/real-estate funds and 30% in bonds, implemented with 2–3x leveraged ETFs and rebalanced quarterly. Expect large swings; leveraged ETFs reset daily.
NutHow it works
It holds six funds at fixed weights and rebalances quarterly. • UPRO 30%: aims for 3x the S&P 500’s daily move (big US companies). • EFO 15%: aims for 2x developed markets outside the US (Europe/Japan). • EDC 5%: aims for 3x emerging markets (China, India, etc.). • DRN 20%: aims for 3x US real estate (REITs). • TIP 15%: inflation‑protected US bonds. • TYD 15%: aims for 3x 7–10yr US Treasuries.
CheckmarkValue prop
Out-of-sample: ~17.2% annualized return, ~29% drawdown, ~0.72 Sharpe. A globally diversified, leverage-enabled mix (EM, REITs, TIP, Treasuries) adds inflation hedges and regime resilience beyond the S&P 500, but with higher volatility.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.021.650.810.9
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
927.73%14.94%9.27%4.88%0.9
David Swensen (Leveraged)
1,986.08%19.91%21.19%11.24%0.74
Initial Investment
$10,000.00
Final Value
$208,608.32
Regulatory Fees
$11.21
Total Slippage
$60.49
Invest in this strategy
OOS Start Date
Sep 4, 2024
Trading Setting
Quarterly
Type
Stocks
Category
Multi-asset, leveraged etfs, global equities, bonds, tips, real estate, swensen/yale model, quarterly rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EFO
ProShares Ultra MSCI EAFE
Stocks
TIP
iShares TIPS Bond ETF
Stocks
TYD
Direxion Daily 7-10 Year Treasury Bull 3X ETF
Stocks
UPRO
ProShares UltraPro S&P 500
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.

"David Swensen (Leveraged)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"David Swensen (Leveraged)" is currently allocated toDRN, EDC, EFO, TIP, TYDandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "David Swensen (Leveraged)" has returned 19.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "David Swensen (Leveraged)" is 28.92%. 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 "David Swensen (Leveraged)", 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.