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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

Daily trend-following with simple rules. In uptrends it holds world stocks unless things look overheated, then it flips to a volatility hedge (UVXY). In downtrends it mostly stays in world stocks, moving to long Treasuries (TLT) only if weakness persists. Uses SPY as barometer.
NutHow it works
Each day it checks if the S&P 500 (SPY) is above its 200‑day average (long‑term uptrend). If yes and a short‑term “too hot” gauge (RSI, 0–100) on leveraged stock funds (TQQQ or SPXL) is very high, it buys UVXY (a market‑fear fund). Otherwise it holds VT (total world stocks). If SPY is below its 200‑day average, it usually holds VT; but if TQQQ is below its 20‑day average without being deeply oversold, it holds TLT (long‑term U.S. Treasuries).
CheckmarkValue prop
Out-of-sample, this trend-following strategy beats the S&P 500: ~31.5% annualized return vs 19.4%, max drawdown ~9.5% vs 16.6%, Sharpe ~1.75 vs ~1.0. Higher return with notably better risk-adjusted downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.350.470.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
654.26%14.99%-4.19%-3.74%0.92
Diversification For The Long Term
27,885.11%47.63%-3.27%0.03%1.51
Initial Investment
$10,000.00
Final Value
$2,798,510.92
Regulatory Fees
$4,122.80
Total Slippage
$27,978.50
Invest in this strategy
OOS Start Date
Feb 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, volatility hedge, global equities, long-duration treasuries, daily rebalanced
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VT
Vanguard Total World Stock 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 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 toTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Diversification For The Long Term" has returned 21.91%. 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, and options.