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Symphonies
Defensive Asset Allocation Approximation
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A monthly, rules‑based portfolio that goes fully defensive after weak market signals; otherwise it splits between the best safe bond and the six strongest assets across stocks, bonds, real estate, commodities, and gold.
NutHow it works
Each month it checks last‑month performance. If either Emerging Markets stocks (EEM) or the broad U.S. bond market (AGG) fell, it moves 100% into the single best “safe” bond fund: SHY (short‑term Treasuries), IEF (7‑10y Treasuries), or LQD (high‑grade corporates). Otherwise, it puts 50% in that best safe bond and 50% spread equally across the six strongest areas of global stocks, real estate, commodities, gold, and bonds. Then it rebalances monthly.
CheckmarkValue prop
Out-of-sample edge vs the S&P 500: Sharpe 2.33 vs 1.41, Calmar 4.83, max drawdown 3.22% vs 13.73%, and 15.54% annualized oos return. Defensive, rules-based rotations deliver upside with far lower risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.050.020.15
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
523.41%10.23%-1.77%0.2%0.59
Defensive Asset Allocation Approximation
128.79%4.5%-0.31%4.52%0.7
Initial Investment
$10,000.00
Final Value
$22,878.62
Regulatory Fees
$69.91
Total Slippage
$452.99
Invest in this strategy
OOS Start Date
Mar 8, 2025
Trading Setting
Monthly
Type
Stocks
Category
Tactical asset allocation, momentum, defensive, etf rotation, monthly rebalance, risk management
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EWJ
iShares MSCI Japan ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toIEF, EEM, VGK, DBC, VNQ, EWJandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 3.22%. 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 the symphony, 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.