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Symphonies
Macro Easing Cycle Rotation
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Monthly rotation that shifts between stock‑heavy (IWM, XLF) and safety‑heavy (TLT, GLD) mixes by seeing whether small caps beat long Treasuries over the past 30 days; keeps small diversifiers in both states.
NutHow it works
Each month, it compares the last 30 days of US small‑company stocks (IWM) to long‑term US government bonds (TLT). If IWM did better, it goes risk‑on: 45% IWM, 35% US financial stocks (XLF), 15% TLT, 5% gold (GLD). If TLT did better, it goes risk‑off: 50% TLT, 30% GLD, 15% IWM, 5% Treasury bills/cash (BIL). Then it rebalances.
CheckmarkValue prop
Regime-rotating, multi-asset approach that hedges downturn risk with TLT/GLD while preserving growth via IWM/XLF. Out-of-sample drawdowns are smaller (1.35% vs 2.04% on S&P) and beta to the S&P is ~0.76, boosting diversification and risk control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.030.340.230.48
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
528.92%10.31%0.54%-0.34%0.59
Macro Easing Cycle Rotation
229.56%6.57%-1.28%0.38%0.53
Initial Investment
$10,000.00
Final Value
$32,956.13
Regulatory Fees
$39.50
Total Slippage
$237.51
Invest in this strategy
OOS Start Date
Jan 16, 2026
Trading Setting
Monthly
Type
Stocks
Category
Tactical asset allocation, momentum, risk-on/risk-off, multi-asset, monthly rebalance, regime rotation
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IWM
iShares Russell 2000 ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
XLF
State Street Financial 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.

"Macro Easing Cycle Rotation" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Macro Easing Cycle Rotation" is currently allocated toBIL, GLD, IWMandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Macro Easing Cycle Rotation" has returned -23.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Macro Easing Cycle Rotation" is 4.03%. 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 "Macro Easing Cycle Rotation", 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.