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Symphonies
porpoise | Ether 001
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A trend-based ETF mix that goes risk-on with US stock momentum when the S&P 500 is rising, and shifts to a defensive blend of managed futures, low-volatility stock funds, and gold when it isn’t. Rebalanced daily.
NutHow it works
Each day it checks if the S&P 500’s recent average is above its long‑term average (21‑day EMA vs 200‑day MA). If yes, put 50% in SPMO (US stocks with strong recent gains) and 50% split across GLD (gold), DBMF/KMLM (managed‑futures trend funds), CLSE (long/short stocks), SDCI (broad commodities). If not, split evenly across DBMF, KMLM, ACWV/USMV (low‑volatility stock funds), and GLD. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this trend-based ETF mix delivers superior risk-adjusted returns (Sharpe 3.18 vs 2.38), lower drawdowns (4.34% vs 6.33%), and strong Calmar (~8.4), with gold and futures diversification vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.370.420.65
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
65.09%13.18%-1.77%0.2%0.79
porpoise | Ether 001
89.06%17.04%2.2%6.83%1.6
Initial Investment
$10,000.00
Final Value
$18,905.98
Regulatory Fees
$21.92
Total Slippage
$23.80
Invest in this strategy
OOS Start Date
Apr 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, risk-on/risk-off, etf portfolio, momentum, managed futures, commodities, gold, low-volatility equities, tactical allocation
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
ACWV
iShares MSCI Global Min Vol Factor ETF
Stocks
CLSE
Convergence Long/Short Equity ETF
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SDCI
USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund
Stocks
SPMO
Invesco S&P 500 Momentum ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
USMV
iShares MSCI USA Min Vol Factor 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.

"porpoise | Ether 001" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"porpoise | Ether 001" is currently allocated toSDCI, CLSE, DBMF, SPMO, GLDandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "porpoise | Ether 001" has returned 31.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "porpoise | Ether 001" is 4.34%. 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 "porpoise | Ether 001", 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.