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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 core US stocks+Treasuries, gold, managed futures, rotating strong sectors, value stocks, and trend-aware commodities. Aims for 60/40-like volatility with smaller drawdowns and better risk-adjusted returns.
NutHow it works
Opus blends 5 sleeves: - 15% NTSX (US stocks + Treasuries in one fund). - 25% hedge: gold (GLD) and managed futures (DBMF), giving more to the steadier one over the last month. - 25% sectors: own the 2 best U.S. sectors by ~200‑day performance. - 20% large‑cap value: 4 value funds, more to the steadier over ~21 days. - 15% commodities: for each area (agri, metals, oil, uranium, timber, gold, energy), own it only if it beat T‑bills (SHV) over ~2 months; else hold SHV. Updated quarterly.
CheckmarkValue prop
Out-of-sample Sharpe: 1.02 vs 0.82 for SPY; drawdown 12.6% vs 22.1%; beta ~0.53; Calmar ~0.88; return ~11.05% vs 14.01%. Strong risk-adjusted performance and downside protection with competitive growth vs the S&P 500.

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Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Threshold 2%
Type
Stocks
Category
Multi-asset, rules-based, sector rotation, value tilt, trend following, managed futures, commodities, gold hedge, volatility targeting
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
DBA
Invesco DB Agriculture Fund
Stocks
DBB
Invesco DB Base Metals Fund
Stocks
DBE
Invesco DB Energy Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
DBO
Invesco DB Oil Fund
Stocks
FNDX
Schwab Fundamental U.S. Large Company ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
NTSX
WisdomTree U.S. Efficient Core Fund
Stocks
RWL
Invesco S&P 500 Revenue ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond 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.

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

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

Year-to-date, "Opus-12" has returned 10.77%. 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, and options.