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Symphonies
Diversification For The Long Term
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Each day it checks if the market is in an uptrend (SPY over its 200‑day average). In uptrends it holds world stocks (VT) unless things look too “hot,” then it hedges with volatility (UVXY). In downtrends it mostly holds VT, but can switch to long Treasuries (TLT).
NutHow it works
Daily steps: 1) Regime. If SPY is above its 200‑day average, it’s an uptrend; else a downtrend. 2) Uptrend: if TQQQ or SPXL 10‑day RSI (0–100 heat gauge) is very high, hold UVXY (volatility hedge); otherwise hold VT (world stocks). 3) Downtrend: default VT; but if TQQQ is below its 20‑day average and not RSI‑oversold, switch to TLT (long US Treasuries).
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns with lower drawdowns: ~29.9% annual vs ~20.3% for the S&P; Sharpe ~1.60 vs ~0.98; Calmar ~3.15; beta ~0.71—more upside with less market risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.360.460.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
Diversification For The Long Term
27,494.28%48.79%1.65%7.62%1.52
Initial Investment
$10,000.00
Final Value
$2,759,427.58
Regulatory Fees
$3,879.75
Total Slippage
$26,332.68
Invest in this strategy
OOS Start Date
Feb 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, global equities, treasuries, volatility hedge, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 For The Long Term" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Diversification For The Long Term" is currently allocated toVT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Diversification For The Long Term" has returned 29.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Diversification For The Long Term" is 9.47%. 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 For The Long Term", 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, crypto, and options.