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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-slice trend strategy across stocks, gold, commodities, bonds, and real estate. When an asset’s price is above its ~4‑month average, it buys the growth ETF (often leveraged); otherwise it parks that slice in 7–10Y Treasuries (IEF) for defense.
NutHow it works
Split the portfolio into 7 equal slices: US large stocks, tech (Nasdaq-100), small caps, gold, commodities, long-term Treasuries, and real estate. Each day, if a slice’s price is above its ~4‑month average, hold its risk ETF (some are leveraged). If not, hold 7–10Y Treasuries (IEF).
CheckmarkValue prop
Out-of-sample: ~21.24% annual return vs 21.61% for the S&P, but with notably lower risk—max drawdown 13.68% vs 18.76%, beta ~0.77, Calmar ~1.55. Diversified, daily-trend adjustments for downside protection.
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
741.19%14.44%1.36%5.73%0.87
Protective 🦺 Asset Allocation
579.74%12.91%1.04%9.39%0.79
Initial Investment
$10,000.00
Final Value
$67,973.67
Regulatory Fees
$286.11
Total Slippage
$1,266.93
Invest in this strategy
OOS Start Date
Dec 12, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, multi-asset, leveraged etfs, risk-on/risk-off, daily rebalance
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.

"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 toUPRO, IEF, DBC, UGL, TQQQ, TLTandTNA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Protective 🦺 Asset Allocation" has returned 21.24%. 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, crypto, and options.