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Symphonies
LFP + All-Weather with sprinkled leverage
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An all‑weather core (stocks, bonds, gold, trend funds, anti‑beta) plus a 20% slice of 3× S&P 500 (UPRO). Diversifiers aim to cushion downturns while the leverage lifts returns. Rebalanced annually.
NutHow it works
80% goes into a balanced “all‑weather” mix: US stocks (broad market plus tech, health, staples), long‑term US Treasury bonds, gold, two trend‑following funds (DBMF, KMLM) that try to ride big moves across markets, and a market‑neutral stock fund (BTAL) that often helps in sell‑offs. The other 20% is UPRO, a 3× S&P 500 fund, to boost upside. Rebalanced once a year.
CheckmarkValue prop
Out-of-sample, this all-weather strategy delivers higher risk-adjusted performance (Sharpe ~1.40 vs SPY ~1.16) and notably lower drawdowns (~15% vs ~18.8%), with near-identical annualized return (~20.6% vs 20.7%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.80.870.93
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
96.75%13.71%-1.77%0.2%0.85
LFP + All-Weather with sprinkled leverage
110.04%15.13%-1.6%2.26%1.05
Initial Investment
$10,000.00
Final Value
$21,004.13
Regulatory Fees
$0.30
Total Slippage
$2.55
Invest in this strategy
OOS Start Date
Sep 8, 2024
Trading Setting
Yearly
Type
Stocks
Category
All-weather, diversified, multi-asset, factor, managed futures, gold, long-duration bonds, leveraged equity
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
VDC
Vanguard Consumer Staples ETF
Stocks
VGT
Vanguard Information Technology ETF
Stocks
VHT
Vanguard Health Care 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO, DBMF, VDC, SPY, BTAL, VHT, GLD, TLT, VGTandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 14.98%. 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 the symphony, 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.