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

About

A rules-based, multi-asset portfolio mixing US core stocks/bonds, gold and managed futures, sector momentum, value tilt, and trend-following commodities—aimed at 60/40-like volatility with better risk-adjusted returns and smaller drawdowns.
NutHow it works
Goal: better risk-adjusted returns than 60/40 with similar volatility. 15% NTSX (US stocks + extra bond exposure). 25% hedge: GLD (gold) + DBMF (managed-futures fund), giving more to the calmer one. 25% 2 strongest US sectors over ~200 trading days. 20% large-cap value (VLUE, FNDX, VTV, RWL), favoring calmer ones. 15% commodities: for DBA, DBB, DBO, URA, WOOD, GLD, DBE, own only if rising ~2 months; else SHV (T-bills). Updated quarterly.
CheckmarkValue prop
Out-of-sample this multi-asset strategy offers higher risk-adjusted returns (Sharpe ~0.92 vs SPY ~0.82), far smaller drawdowns (12.6% vs 22%), and lower beta (~0.53)—a smoother, diversified path with gold, futures, value, momentum, and commodities.
1M
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YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.580.820.9
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
155.34%15.65%1.36%5.73%0.82
Opus-12
122.12%13.17%1.57%7.07%1.01
Initial Investment
$10,000.00
Final Value
$22,211.82
Regulatory Fees
$32.96
Total Slippage
$157.21
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Threshold 2%
Type
Stocks
Category
Multi-asset, sector rotation, momentum, value tilt, inverse-vol weighting, commodities, managed futures, gold hedge, us large-cap, trend-following
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

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

"Opus-12" is currently allocated toVOX, FNDX, DBMF, DBE, SHV, VLUE, GLD, VGT, NTSX, DBB, RWLandVTV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Opus-12" has returned 9.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Opus-12" is 12.56%. 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 "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, crypto, and options.