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Symphonies
Dual Momentum
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own one fund at a time. Each month, pick the best 12‑month performer among SPY (U.S.), ACWX (non‑U.S.), or QQQ (tech). If all are down, hold AGG (bonds). A simple “own strength, avoid weakness” momentum approach.
NutHow it works
Every month it looks at the last 12 months’ performance of three stock funds: SPY (U.S. stocks), ACWX (stocks outside the U.S.), and QQQ (tech‑heavy Nasdaq‑100). If any are up, it buys the single best performer 100%. If all three are down, it moves to AGG (U.S. bonds).
CheckmarkValue prop
Out-of-sample Sharpe ~1.10 and Calmar ~1.09 with a built-in bond safety; rotates among SPY/ACWX/QQQ for diversified, tech-led upside while limiting drawdowns versus the S&P 500.

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Invest in this strategy
OOS Start Date
Apr 16, 2023
Trading Setting
Monthly
Type
Stocks
Category
Momentum, trend-following, tactical asset allocation, etf rotation, global equities, bonds, 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.

"Dual Momentum " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Dual Momentum " is currently allocated toACWX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Dual Momentum " has returned 20.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Dual Momentum " is 18.99%. 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 "Dual Momentum ", 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.