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Symphonies
Modified BF Portfolio with Stock Emphasis (200D)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based global stock portfolio with a small‑value tilt that follows trend. If the S&P 500 is above its 200‑day average, stay 100% in stocks; otherwise cut stocks to ~30% and shift ~70% into short/intermediate US Treasuries. Checked daily.
NutHow it works
Each day it checks if the S&P 500 fund (SPY) is above its 200‑day average price (the average of the last ~200 trading days). If yes: invest 100% in global stocks—VTI (US), VEA (developed ex‑US), VWO (emerging) plus small‑value tilts AVUV/AVDV. If not: keep ~30% in those stocks and move ~70% into US Treasuries—VGSH (short) and SPTI (intermediate).
CheckmarkValue prop
Out-of-sample, this strategy outperforms SPY on risk-adjusted return and downside: Sharpe ~3.00 vs 2.68; annualized return ~36.8% vs ~35%; Calmar ~7.6; max drawdown ~4.86% vs ~5.07%; beta ~0.81. Global trend-following with small-value tilt.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.510.60.78
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
151.57%15.45%0.54%-0.34%0.81
Modified BF Portfolio with Stock Emphasis (200D)
110.55%12.3%0.08%4.34%0.94
Initial Investment
$10,000.00
Final Value
$21,055.08
Regulatory Fees
$41.94
Total Slippage
$81.93
Invest in this strategy
OOS Start Date
May 5, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following (200-day), global equities, small-cap value tilt, risk-on/risk-off, treasuries (short & intermediate)
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, AVDVandAVUV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 4.86%. 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.