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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 take on David Swensen’s diversified mix: US, international and emerging stocks, real estate, TIPS, and Treasuries. Uses leveraged ETFs to amplify returns, rebalanced quarterly. Expect larger swings—higher upside potential and higher risk.
NutHow it works
It spreads money across six funds: - UPRO: 3x S&P 500 (US large stocks) 30% - EFO: 2x developed ex‑US (Europe/Japan) 15% - EDC: 3x emerging markets 5% - DRN: 3x US real estate 20% - TIP: inflation‑protected US bonds 15% - TYD: 3x 7–10y US Treasuries 15% It rebalances to these weights each quarter. The leverage is inside the funds and magnifies daily ups and downs—bigger gains and bigger losses.
CheckmarkValue prop
Global, diversified, levered portfolio seeking growth with regime resilience beyond the S&P. Out-of-sample returns trail slightly and drawdowns are larger, but inflation hedges and endowment-style diversification provide long-run resilience.

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Invest in this strategy
OOS Start Date
Sep 4, 2024
Trading Setting
Quarterly
Type
Stocks
Category
Multi-asset, leveraged etfs, global stocks, emerging markets, real estate, tips, treasuries, quarterly rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EFO
ProShares Ultra MSCI EAFE
Stocks
TIP
iShares TIPS Bond ETF
Stocks
TYD
Direxion Daily 7-10 Year Treasury Bull 3X Shares (based on the NYSE 7-10 Year Treasury Bond Index symbol AXSVTN)
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 17.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "David Swensen (Leveraged)" is 28.90%. 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.