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Symphonies
Robust Asset Allocation - Balanced Approximation
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A diversified portfolio that spreads money across 7 asset types and uses a simple 1-year trend check to reduce risk, shifting weak areas partly or fully into short-term Treasury bills.
NutHow it works
This portfolio splits money evenly across 7 areas: U.S. momentum stocks, U.S. value stocks, foreign stocks, foreign value stocks, real estate, commodities, and Treasury bonds. Each month, it asks for each area: is it in a healthy long-term uptrend? If yes, own it. If not, has it still beaten short-term Treasury bills over the past year? If yes, hold half there and half in T-bills. If no, move that slice fully to T-bills.
CheckmarkValue prop
Superior risk-adjusted performance: OOS Sharpe ~1.60 vs SPY ~1.22, lower drawdown (9.7% vs 13.7%), and Calmar ~1.82. Raw return trails SPY (17.7% vs 21.1%), but risk control and resilience reduce downside during stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.010.380.650.81
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
373.72%13.74%-1.04%-0.34%0.83
Robust Asset Allocation - Balanced Approximation
103.4%6.05%-0.17%-0.31%0.76
Initial Investment
$10,000.00
Final Value
$20,340.23
Regulatory Fees
$7.38
Total Slippage
$35.68
Invest in this strategy
OOS Start Date
Mar 8, 2025
Trading Setting
Monthly
Type
Stocks
Category
Balanced allocation, tactical asset allocation, trend following, global multi-asset, momentum, value, real estate, commodities, treasuries, risk-managed
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EFV
iShares MSCI EAFE Value ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWD
iShares Russell 1000 Value ETF
Stocks
MTUM
iShares MSCI USA Momentum Factor ETF
Stocks
VNQ
Vanguard Real Estate 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toDBC, EFV, VNQ, EFA, IWD, BILandMTUM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.73%. 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 the symphony, 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.
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Securities products and brokerage services are offered by Composer Securities LLC, a broker-dealer registered with the SEC and member of FINRA / SIPC. Composer Securities LLC and Composer Technologies Inc. are separate but affiliated companies. Accounts are carried and securities execution, clearance and settlement services are provided by Alpaca Securities LLC, and Apex Clearing Corporation, SEC-registered broker-dealers and members of FINRA / SIPC. Alpaca Securities is a wholly-owned subsidiary of AlpacaDB, Inc. Apex Clearing Corporation, is a wholly-owned subsidiary of Apex Fintech Solutions Inc. Check the background of Composer Securities LLC, Alpaca Securities LLC, and Apex Clearing Corporation on FINRA BrokerCheck . This is not an offer, solicitation of an offer, or advice to buy or sell securities or open a brokerage account in any jurisdiction where Composer Securities is not registered. Securities products offered by Composer Securities are not FDIC insured

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Keep in mind, investing involves risk. Examples are for illustrative purposes and are not a recommendation, an offer to sell, or a solicitation of an offer to buy any security. Past performance is no guarantee of future results.

Online trading has inherent risk due to system response, execution price, speed, liquidity, market data and access times that may vary due to market conditions, system performance, market volatility, size and type of order and other factors. An investor should understand these and additional risks before trading.

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