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Symphonies
Follow the Global Trend
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Monthly, it splits into 4 lanes (US stocks, international stocks, bonds, commodities/real estate) and buys the recent winner in each; 25% per lane. A simple global momentum rotation. Includes a leveraged Treasury fund (TMF), so expect bigger swings.
NutHow it works
Once a month it: 1) splits money into 4 lanes—US stocks, international stocks, bonds, and commodities/real estate; 2) looks at ~8 months of returns in each lane and buys the single strongest ETF (US: SPY/QQQ/USMV/VBR/VBK; Intl: VEA/VWO/EWJ/MCHI; Bonds: IEF/TLT/IEI/TIP/TMF; Real assets: GLD/GNR/VNQ/GSG). Each pick gets ~25%. Note: TMF is leveraged (magnifies moves).
CheckmarkValue prop
Momentum-driven, four-asset rotation offers a smoother ride than the S&P: lower beta (~0.47) and smaller drawdowns (17.4% vs 22%), with competitive out-of-sample Sharpe (~0.79) and better diversification in mixed markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.40.290.54
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
542.33%14.54%-1.77%0.2%0.9
Follow the Global Trend
255.04%9.69%-4.33%4.68%0.8
Initial Investment
$10,000.00
Final Value
$35,504.35
Regulatory Fees
$30.61
Total Slippage
$189.71
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Monthly
Type
Stocks
Category
Multi-asset, global, momentum, etf rotation, trend following, tactical asset allocation, monthly rebalance
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
EWJ
iShares MSCI Japan ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GNR
State Street SPDR S&P Global Natural Resources ETF
Stocks
GSG
iShares S&P GSCI Commodity-Indexed Trust
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
MCHI
iShares MSCI China ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TIP
iShares TIPS Bond 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.

"Follow the Global Trend" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Follow the Global Trend" is currently allocated toTMF, VBR, EWJandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Follow the Global Trend" has returned 8.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Follow the Global Trend" is 17.43%. 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 "Follow the Global Trend", 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.