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Symphonies
OG v1.4 | Adaptive All Weather Portfolio | Beta Baller removed
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Adaptive, K‑1‑free portfolio that rotates among stocks, bonds, commodities, and the U.S. dollar using simple trend/volatility signals; uses leverage and hedges to join uptrends and defend in stress, aiming to beat the S&P 500 over time.
NutHow it works
Goal: work in any economy, avoid big crashes. 1) If volatility runs hot (VIXY RSI = a heat gauge), go to Crash Protection: if Nasdaq is above its 25‑day trend, own a 2x S&P or 2x Nasdaq fund; else sit in T‑bills/short‑term bonds. 2) Otherwise hold 30% stocks, 55% bonds, 15% commodities. Using bond vs T‑bill returns and Treasury trend, it picks: leveraged growth stocks in uptrends; defensive/short + strong USD when rates rise; 2x stocks when rates fall; bonds and commodities adjust similarly.
CheckmarkValue prop
Adaptive, K-1-free multi-asset strategy that outperforms the S&P 500: ~24.5% oos annualized return vs ~21.1%, lower beta ~0.64, similar/milder drawdown ~18.3%, and strong risk-adjusted metrics (oos Sharpe ~1.29, Calmar ~1.34).

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Invest in this strategy
OOS Start Date
Nov 10, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Multi-asset, adaptive, trend/momentum, volatility switch, leveraged etfs, inverse etfs, treasuries, u.s. dollar, commodities
Tickers in this symphonyThis symphony trades 34 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLTR
abrdn Physical Precious Metals Basket Shares ETF
Stocks
OILK
ProShares K-1 Free Crude Oil ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO, VGLT, SOXL, OILK, COMT, TECL, TQQQ, GLD, PDBCandVGIT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.33%. 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.