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Symphonies
developing: low beta low stdev CMP mod 1 + Eagle tune
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, low‑volatility tactical portfolio. It de‑risks when tech overheats or the market trends down, leans into steadier stock sectors in uptrends, and uses bonds, cash‑like T‑Bills, the dollar, gold, and a small volatility hedge to limit drawdowns.
NutHow it works
Daily: 1) If tech looks overheated (VGT’s 10‑day RSI—0–100 “hot/cold” score—>78.7), hold ~2/3 T‑Bills (BIL) and ~1/3 a volatility hedge (VIXY). 2) Else, if the S&P 500 (SPY) is below its 86‑day average, own four defensive funds with low recent swings or unusually weak readings (health care, staples, TIPS, short Treasuries, gold, dollar). 3) Else, hold calmer stock funds and, only if near‑term momentum is up, add SPY/Financials/Discretionary; otherwise hold core bonds (AGG).
CheckmarkValue prop
Out-of-sample, this risk-managed strategy offers steadier growth: ~7.8% annualized with a 9.7% max drawdown vs SPY's ~18.8%, Calmar ~0.81. Hedge via T-Bills, gold, inverse-vol, and trend guards for stronger risk-adjusted returns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.390.450.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
590.61%13.59%-1.77%0.2%0.83
developing: low beta low stdev CMP mod 1 + Eagle tune
1,261.41%18.79%-2.39%-3.95%1.78
Initial Investment
$10,000.00
Final Value
$136,140.87
Regulatory Fees
$633.44
Total Slippage
$3,854.00
Invest in this strategy
OOS Start Date
Feb 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, low-volatility, trend-following, risk-managed, multi-asset, defensive
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SCHP
Schwab U.S. TIPS ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
Stocks
VCR
Vanguard Consumer Discretionary ETF
Stocks
VDC
Vanguard Consumer Staples 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.

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

The symphony is currently allocated toVCIT, UUP, VDCandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 2.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.71%. 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.