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Symphonies
Enhanced 45-45-10
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 45% stocks / 45% long-bonds / 10% gold portfolio with a 3‑day “don’t chase strength” check. Each sleeve buys its main asset after a short dip; otherwise it rotates to the next option or parks in T‑Bills. Rebalanced daily.
NutHow it works
It splits your money into three buckets: 45% stocks (QQQ), 45% long U.S. Treasury bonds (TLT), 10% gold (GLD). Each bucket checks the last 3 days’ average return of its main asset. If it hasn’t “cooled off,” it tries the next choice; if nothing qualifies, it holds T‑Bills (BIL). Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: 16.63% annual return vs ~14% S&P, max drawdown 13.2% vs 22%, Calmar 1.26, Sharpe ~1.01, beta ~0.53. A 45/45/10 mix with short-term mean-reversion and cash fallback aiming higher upside with less risk.

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Invest in this strategy
OOS Start Date
Mar 23, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, mean reversion, multi-asset, stocks-bonds-gold, cash fallback, 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.

"Enhanced 45-45-10" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Enhanced 45-45-10" is currently allocated toGLDandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Enhanced 45-45-10" has returned 16.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Enhanced 45-45-10" is 13.20%. 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 "Enhanced 45-45-10", 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.