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Symphonies
Funcle - Dynamic Diversified Portfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Equal‑weight, weekly trend strategy across U.S. stocks, real estate, financials, healthcare, and long‑term Treasuries. Each sleeve holds its ETF in uptrends and shifts to T‑Bills when weak, aiming to cut losses while staying invested in strength.
NutHow it works
The portfolio is split into 5 equal parts (20% each): SPY (big U.S. stocks), VNQ (U.S. real estate), XLF (financials), XLV (healthcare), TLT (long‑term U.S. Treasury bonds). Weekly, for each part: if its 50‑day average price is below its 200‑day, it holds BIL (1–3 mo T‑Bills) instead; otherwise it holds the ETF.
CheckmarkValue prop
Out-of-sample, this multi-sleeve trend strategy offers smoother downside and superior risk-adjusted performance versus the S&P: max drawdown 2.76% vs 5.07%, Calmar 3.62, Sharpe 1.47. Diversified exposure and steadier gains in volatility.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.030.320.40.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
557.35%10.5%6.16%5.09%0.6
Funcle - Dynamic Diversified Portfolio
202.17%6.04%2.19%0.71%0.64
Initial Investment
$10,000.00
Final Value
$30,216.75
Regulatory Fees
$32.65
Total Slippage
$117.71
Invest in this strategy
OOS Start Date
Jun 7, 2025
Trading Setting
Weekly
Type
Stocks
Category
Trend-following, tactical asset allocation, equal-weight, u.s. stocks, sectors, real estate, treasuries, cash/t-bills, weekly rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
VNQ
Vanguard Real Estate ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLV
State Street Health Care Select Sector SPDR 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.

"Funcle - Dynamic Diversified Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Funcle - Dynamic Diversified Portfolio" is currently allocated toBIL, SPY, TLT, VNQandXLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Funcle - Dynamic Diversified Portfolio" has returned 7.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Funcle - Dynamic Diversified Portfolio" is 6.95%. 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 "Funcle - Dynamic Diversified Portfolio", 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.