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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

Own the stock market region that’s been stronger over the past year (US or non‑US). If stocks haven’t even beaten cash‑like T‑bills, switch to broad US bonds. Rebalanced monthly to follow trends and cut big drawdowns.
NutHow it works
Each month, look back 12 months and do two checks: 1) US vs the rest of the world: Compare US stocks (SPY) to non‑US stocks (VEU). Pick the stronger one. 2) Safety check: Has that pick beaten cash‑like T‑bills (BIL)? If yes, buy it. If no, hold broad US bonds (AGG). SPY=US stocks, VEU=non‑US stocks, BIL=T‑bills, AGG=bonds.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P 500: Sharpe ~0.86 vs ~0.82, with lower drawdowns (~18.8% vs ~22%), and lower beta, via a disciplined monthly momentum rotation between US, ex-US equities and bonds.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.030.580.530.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
580.1%11.42%-0.15%0.4%0.64
Diversify with Global Exposure
370.64%9.13%0.17%8.9%0.63
Initial Investment
$10,000.00
Final Value
$47,064.33
Regulatory Fees
$20.85
Total Slippage
$139.52
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Monthly
Type
Stocks
Category
Global tactical asset allocation, momentum, trend-following, equity/bond rotation, monthly rebalance
Tickers in this symphonyThis symphony trades 4 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
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
VEU
Vanguard FTSE All-World Ex-US 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.

"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 12.16%. 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, and options.