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Symphonies
Modified BF Portfolio with Stock Emphasis (100D)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily trend-following global stock portfolio with a small‑value tilt that shifts ~70% into U.S. Treasuries when the S&P 500 falls below its 100‑day average to reduce drawdowns.
NutHow it works
Each day it checks if SPY (an S&P 500 fund) is above its average price over the last ~100 trading days. If yes, it goes 100% into global stocks with a tilt to smaller, cheaper companies: VTI=US, VEA=developed ex‑US, VWO=emerging, AVUV & AVDV=small‑value. If not, it cuts stocks to ~30% and parks ~70% in U.S. Treasuries (VGSH short‑term, SPTI intermediate). It rebalances daily.
CheckmarkValue prop
Better risk-adjusted growth: out-of-sample SHARPE ~3.00 vs 2.68, annualized return ~36.8% vs ~35%, and drawdowns ~4.86% vs ~5.07%. A trend-hedged global equity tilt offers higher return with lower risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.050.50.590.77
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
142.83%14.62%-4.19%-3.74%0.78
Modified BF Portfolio with Stock Emphasis (100D)
122.51%13.09%-5.01%0.32%1
Initial Investment
$10,000.00
Final Value
$22,251.37
Regulatory Fees
$48.74
Total Slippage
$125.27
Invest in this strategy
OOS Start Date
May 5, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, global equities, small-cap value tilt, risk-on/risk-off, 100-day moving average, treasuries hedge
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
AVDV
Avantis International Small Cap Value ETF
Stocks
AVUV
Avantis U.S. Small Cap Value ETF
Stocks
SPTI
State Street SPDR Portfolio Intermediate Term Treasury ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
VEA
Vanguard FTSE Developed Markets ETF
Stocks
VGSH
Vanguard Short-Term Treasury ETF
Stocks
VTI
Vanguard Total Stock Market ETF
Stocks
VWO
Vanguard FTSE Emerging Markets 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 toVEA, VTI, VWO, AVDV, AVUV, SPTIandVGSH. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.51%. 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.