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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

Weekly, rule-based diversification between BIL (cash-like) and five assets (SPY, VNQ, XLF, XLV, TLT) using 50-day vs 200-day moving-average comparisons to decide which asset each block holds.
NutHow it works
Every week the system runs five simple tests. Each test compares BIL’s 50-day price average to another asset’s 200-day price average. If BIL’s 50-day average is lower, the test picks BIL for that spot; otherwise it picks the other asset. The five tests cover SPY, VNQ, XLF, XLV, and TLT. All five results form the week’s holdings, creating a dynamic mix of cash-like exposure and broad equity, sector, and bond exposure. The exact weights aren’t specified here, but typically all selected assets would be included in the portfolio and rebalanced weekly.
CheckmarkValue prop
Out-of-sample, weekly rule-based tilts between cash-like BIL and a diversified mix deliver steadier risk: max drawdown ~2.8% vs SPY ~5.1%, beta ~0.44, Calmar ~3.6, and ~10% annualized return—providing downside protection with disciplined growth vs the S&P 500.

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Invest in this strategy
OOS Start Date
Jun 7, 2025
Trading Setting
Weekly
Type
Stocks
Category
Diversified, rule-based, momentum-style, multi-asset, tactical allocation
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 toSPY, TLT, VNQ, XLFandXLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Funcle - Dynamic Diversified Portfolio" has returned 5.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Funcle - Dynamic Diversified Portfolio" is 4.61%. 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.