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Symphonies
Modified Opus-12
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A single, rules‑based portfolio blending a core stock‑bond fund, a gold/managed‑futures hedge, sector rotation, value stocks, and trend‑based commodities—parking in T‑Bills when trends weaken. Built with low‑cost, K‑1‑free ETFs.
NutHow it works
The portfolio splits into sleeves: core stocks+bonds (NTSX); a hedge (gold FGDL and managed futures CTA) sized more to the calmer one; sector rotation buys the 2 sectors with the best ~200‑day gains; value stocks (FVAL, IUS, FIVA, GVAL) sized by recent calm; and commodity sleeves (gold, oil, agriculture, metals, gas, uranium, timber) each owned only when its ~6‑week return beats T‑Bills (SGOV); else that sleeve sits in T‑Bills. ETFs were chosen to avoid K‑1 tax forms and lower fees.
CheckmarkValue prop
Out-of-sample edge: annualized return ~61% vs S&P ~9.4%; Sharpe ~5.34 vs 0.93; max drawdown ~1.47% vs 2.53%; beta ~0.65; superior risk-adjusted gains and lower market correlation - built for resilience across regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.050.540.730.85
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
89.6%21.27%-0.78%3.09%1.3
Modified Opus-12
66.58%16.63%1.97%9.47%1.59
Initial Investment
$10,000.00
Final Value
$16,658.32
Regulatory Fees
$16.31
Total Slippage
$75.69
Invest in this strategy
OOS Start Date
Dec 26, 2025
Trading Setting
Threshold 2%
Type
Stocks
Category
Multi-asset, diversified, momentum, value factor, sector rotation, managed futures, commodities, volatility targeting
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
CTA
Simplify Managed Futures Strategy ETF
Stocks
FCG
First Trust Natural Gas ETF
Stocks
FGDL
Franklin Responsibly Sourced Gold ETF
Stocks
FIVA
Fidelity International Value Factor ETF
Stocks
FVAL
Fidelity Value Factor ETF
Stocks
GVAL
Cambria Global Value ETF
Stocks
IUS
Invesco Exchange-Traded Self-Indexed Fund Trust Invesco RAFI Strategic US ETF
Stocks
NTSX
WisdomTree U.S. Efficient Core Fund
Stocks
OILK
ProShares K-1 Free Crude Oil ETF
Stocks
PDBA
Invesco Agriculture Commodity Strategy No K-1 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.

"Modified Opus-12" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Modified Opus-12" is currently allocated toFCG, IUS, PICK, VDE, OILK, FGDL, URNM, CTA, GVAL, WOOD, FVAL, FIVA, NTSX, VISandPDBA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Modified Opus-12" has returned 37.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Modified Opus-12" is 4.38%. 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 "Modified Opus-12", 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.