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Symphonies
Protective 🦺 Asset Allocation
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, equal‑weight, multi‑asset trend strategy: when each market is above its ~4‑month average, it owns a higher‑octane fund (often 2–3×). When below, it shifts that sleeve to IEF bonds. Goal: ride uptrends, cut risk in downturns.
NutHow it works
The portfolio is split into 7 equal parts: S&P 500 (UPRO), Nasdaq 100 (TQQQ), small caps (TNA), gold (UGL), commodities (DBC), long‑term Treasuries (TLT), real estate (VNQ). Each day, if today’s price is above its ~4‑month average, hold the aggressive fund (often 2–3×); if not, put that slice in IEF (7–10y Treasuries). Rebalanced daily.
CheckmarkValue prop
Out-of-sample: 23.71% annualized return vs 21.30% for the S&P, with much lower max drawdown (13.68% vs 18.76%) and Calmar ~1.73, plus a modest beta ~0.78. A diversified, trend-following strategy designed to deliver higher upside with better downside protection than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.060.530.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
726.91%14.06%-1.77%0.2%0.85
Protective 🦺 Asset Allocation
605.57%12.93%-0.43%6.72%0.79
Initial Investment
$10,000.00
Final Value
$70,557.26
Regulatory Fees
$294.20
Total Slippage
$1,312.99
Invest in this strategy
OOS Start Date
Dec 12, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend-following, multi-asset, tactical allocation, leveraged etfs, risk-on/risk-off, daily rebalance, diversified (stocks, bonds, gold, commodities, real estate)
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TNA
Direxion Daily Small Cap Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UGL
ProShares Ultra Gold
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.

"Protective 🦺 Asset Allocation" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Protective 🦺 Asset Allocation" is currently allocated toIEF, DBC, VNQandUGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Protective 🦺 Asset Allocation" has returned 20.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Protective 🦺 Asset Allocation" is 13.68%. 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 "Protective 🦺 Asset Allocation", 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.