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Symphonies
Diversify with Global Exposure
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Monthly, pick the stronger of U.S. (SPY) or international stocks (VEU). Only own stocks if they beat T‑bills (BIL); otherwise hold broad U.S. bonds (AGG). A simple, rules-based global rotation with a safety filter.
NutHow it works
Each month: 1) Compare last 12 months’ results of U.S. stocks (SPY: S&P 500) vs international stocks (VEU: non‑U.S. global). Pick the stronger. 2) Only buy it if it also beat T‑bills (BIL). If not, hold high‑quality U.S. bonds (AGG). You hold one fund at a time.
CheckmarkValue prop
Monthly global rotation (SPY vs VEU; switch to AGG on weakness) using dual momentum. Out-of-sample: 10.46% annualized return, max drawdown 18.76% vs SPY 22.10%, Sharpe ~0.73, Calmar ~0.56. Seeks upside, lowers downside vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.020.580.530.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
577.41%11.55%1.36%5.73%0.65
Diversify with Global Exposure
332.16%8.73%1.85%6.08%0.61
Initial Investment
$10,000.00
Final Value
$43,215.93
Regulatory Fees
$20.84
Total Slippage
$139.52
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Monthly
Type
Stocks
Category
Tactical asset allocation, dual momentum, trend-following, global equity rotation, monthly 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.

"Diversify with Global Exposure" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Diversify with Global Exposure" is currently allocated toVEU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Diversify with Global Exposure" has returned 10.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Diversify with Global Exposure" is 18.76%. 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 "Diversify with Global Exposure", 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.