Skip to Content
Symphonies
Long Term - 5/10 Year
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Owns U.S. stocks (with some 2x boost) when the market’s fear gauge is calm; shifts most assets to T‑bills when fear spikes. A small sleeve flips between Berkshire and 2x Bitcoin using a Bitcoin signal, plus a steady 5% in U.S. growth.
NutHow it works
Daily: - 90%: Use VIXY (a “fear” ETF). If its 10‑day RSI (0–100; higher = overheated) is <73, hold VTI (total U.S. stocks) + SPUU (2x S&P 500). If ≥73, move that 90% to BIL (T‑bills). - 5%: Use BITO (Bitcoin proxy). If its RSI >27, hold BRK/B (Berkshire). Else hold BITX (2x Bitcoin). - 5%: VUG (U.S. growth). Rebalanced daily.
CheckmarkValue prop
Out-of-sample return: 22.28% vs 19.41% for the S&P, with a solid 1.11 Sharpe and Calmar ~0.87. The strategy shifts to Treasuries in fear spikes to protect capital, while a growth/levered sleeve seeks stronger upside.

Loading backtest data...

Invest in this strategy
OOS Start Date
Mar 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility filter, us equities, leveraged etfs, t-bills, bitcoin timing, daily 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.

"Long Term - 5/10 Year" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Long Term - 5/10 Year" is currently allocated toVTI, VUG, SPUUandBRK/B. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Long Term - 5/10 Year" has returned 22.28%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Long Term - 5/10 Year" is 25.69%. 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 "Long Term - 5/10 Year", 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.