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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, quarterly‑updated mix of core stocks/bonds (NTSX), value stocks, rotating top US sectors, plus gold, managed futures, and trend‑driven commodities that can shift to T‑bills. Aims for 60/40‑like volatility with smaller drawdowns.
NutHow it works
Five sleeves: - 15% NTSX: US stocks plus Treasuries in one fund. - 25% hedge: gold (GLD) and managed futures (DBMF, trend‑following), tilted to the calmer one. - 25% sector momentum: own the 2 best US sectors by ~200‑day return. - 20% large‑cap value: mix VLUE, FNDX, VTV, RWL. - 15% commodity momentum: in oil, gold, agriculture, metals, uranium, timber, energy, own each only if its ~2‑month return beats T‑bills (SHV); else hold SHV. Updated quarterly.
CheckmarkValue prop
An evidence-based, diversified strategy delivering better risk-adjusted returns than the S&P 500. OOS Sharpe ~1.02 vs 0.82; max drawdown 12.6% vs 22.1%; lower beta ~0.53; positive alpha and steadier risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.590.810.9
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
156.37%15.12%-0.15%0.4%0.8
Opus-12
137.29%13.8%2.75%6.83%1.05
Initial Investment
$10,000.00
Final Value
$23,729.43
Regulatory Fees
$34.32
Total Slippage
$164.15
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Threshold 2%
Type
Stocks
Category
Multi-asset, tactical allocation, sector rotation, value tilt, momentum, managed futures, commodities, gold hedge, risk management
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, WOOD, VLUE, GLD, NTSX, DBB, VIS, RWL, URAandVTV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Opus-12" has returned 11.12%. 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.