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Symphonies
Diversification at its Best
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple, rules-based trend strategy across five ETFs. Each month, hold an asset only if its short-term average price is above its 200‑day average; otherwise sit in T‑bills (SHV). Equal weights across US and foreign stocks, Treasuries, commodities, and real estate.
NutHow it works
Each month we split money equally across 5 sleeves: SPY (US stocks), EFA (foreign stocks), IEF (7–10y Treasuries), DBC (commodities), VNQ (US real estate). For each, if its short‑term average price (~1 month) is above its long‑term average (~200 trading days), we own it; otherwise we hold SHV (T‑bills). Then we rebalance.
CheckmarkValue prop
Out-of-sample, this multi-asset trend strategy delivers higher risk-adjusted performance (oos Sharpe ~1.02 vs SPY ~0.86) with far smaller drawdowns (8.9% vs 22%). Low beta (~0.26) and diversification offer downside protection vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.020.290.420.65
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
668.06%10.93%-0.5%2.26%0.63
Diversification at its Best
151.92%4.81%0.17%4.18%0.58
Initial Investment
$10,000.00
Final Value
$25,192.08
Regulatory Fees
$15.57
Total Slippage
$85.90
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Monthly
Type
Stocks
Category
Trend-following, tactical asset allocation, multi-asset, moving average, etfs, risk management, diversification
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
VNQ
Vanguard Real Estate 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.

"Diversification at its Best" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Diversification at its Best" is currently allocated toDBC, EFA, SHV, SPYandVNQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Diversification at its Best" has returned 7.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Diversification at its Best" is 8.87%. 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 "Diversification at its Best", 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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