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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

A diversified “all‑weather” core of stocks, bonds, gold, defensive and trend‑following funds, plus a small 3× S&P 500 sleeve to lift returns. Rebalanced yearly to stay balanced across many market conditions.
NutHow it works
Each year, put 80% into a balanced mix: U.S. stocks (SPY) plus tech (VGT), health care (VHT) and staples (VDC); long‑term U.S. bonds (TLT); gold (GLD); two trend‑followers (DBMF, KMLM) that can go long or short across futures; and BTAL, a defensive stock long/short. Put the other 20% in UPRO, a fund that aims to move ~3× the S&P 500 each day (up and down). Rebalance yearly.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted returns and smaller drawdowns vs the S&P 500. Sharpe 1.24 vs 1.15, Calmar 1.23, max drawdown ~15% vs ~19%. Diversified all-weather core with built-in risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.790.880.94
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
100.15%14.91%1.36%5.73%0.9
LFP + All-Weather with sprinkled leverage
107.93%15.79%2.22%8.25%1.09
Initial Investment
$10,000.00
Final Value
$20,792.90
Regulatory Fees
$0.24
Total Slippage
$2.23
Invest in this strategy
OOS Start Date
Sep 8, 2024
Trading Setting
Yearly
Type
Stocks
Category
All-weather, multi-asset, diversified, managed futures, factor long/short, gold, treasuries, leveraged equity, yearly 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.

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 18.47%. 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, crypto, and options.