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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 global stock portfolio that stays aggressive when the U.S. market trend looks healthy, but shifts mostly into Treasury bonds when that trend weakens.
NutHow it works
The strategy uses the S&P 500 (via SPY) as a market “weather gauge.” If SPY is above its 100-day average price, it invests fully in a diversified stock mix: U.S., foreign developed, emerging markets, and smaller bargain-priced companies. If SPY falls below that average, it cuts stocks from 100% to 30% and moves 70% into U.S. Treasury bonds for safety.
CheckmarkValue prop
Risk-controlled global equity strategy with a trend filter. Out-of-sample return ~21% annually, max drawdown ~7.5% vs SPY ~8.9%, Calmar ~2.8, Sharpe ~1.68. Slightly lower raw return than the S&P, but far smoother with better downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.050.510.590.77
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
187.69%16.17%-0.05%3.57%0.86
Modified BF Portfolio with Stock Emphasis (100D)
144.15%13.49%-1.75%0.82%1.03
Initial Investment
$10,000.00
Final Value
$24,415.38
Regulatory Fees
$66.18
Total Slippage
$130.11
Invest in this strategy
OOS Start Date
May 5, 2025
Trading Setting
Daily
Type
Stocks
Category
Global equities, trend-following, tactical asset allocation, risk-managed, treasury defense, small-cap value tilt
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 Morningstar 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, AVDVandAVUV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 21.25%. 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.
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Securities products and brokerage services are offered by Composer Securities LLC, a broker-dealer registered with the SEC and member of FINRA / SIPC. Composer Securities LLC and Composer Technologies Inc. are separate but affiliated companies. Accounts are carried and securities execution, clearance and settlement services are provided by Alpaca Securities LLC, and Apex Clearing Corporation, SEC-registered broker-dealers and members of FINRA / SIPC. Alpaca Securities is a wholly-owned subsidiary of AlpacaDB, Inc. Apex Clearing Corporation, is a wholly-owned subsidiary of Apex Fintech Solutions Inc. Check the background of Composer Securities LLC, Alpaca Securities LLC, and Apex Clearing Corporation on FINRA BrokerCheck . This is not an offer, solicitation of an offer, or advice to buy or sell securities or open a brokerage account in any jurisdiction where Composer Securities is not registered. Securities products offered by Composer Securities are not FDIC insured

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