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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

Equal-weight sleeves in stocks (US and international), real estate, commodities, and Treasuries. Each month, every sleeve checks a 1‑year trend and 1‑year return vs T‑bills to choose ETF, 50/50 with cash, or cash only.
NutHow it works
Each month the portfolio splits money equally into 7 sleeves: MTUM (US stocks with recent winners), IWD (US value), EFA (developed ex‑US stocks), EFV (ex‑US value), VNQ (US real estate), DBC (commodities), IEF (US Treasury bonds). Cash uses BIL (T‑bills). For each sleeve: if price is above its 1‑yr average AND its 1‑yr return beats BIL → hold the ETF; if only one is true → hold 50% ETF/50% BIL; if none → hold BIL.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted returns (Sharpe ~1.71 vs SPY ~1.41) with lower drawdowns (9.7% vs 13.7%) and strong Calmar. Diversified sleeves + trend/risk controls offer steadier, more durable growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
00.370.660.81
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
317.65%13.35%0.54%-0.34%0.8
Robust Asset Allocation - Balanced Approximation
83.12%5.45%1.72%5.42%0.69
Initial Investment
$10,000.00
Final Value
$18,312.03
Regulatory Fees
$6.73
Total Slippage
$33.45
Invest in this strategy
OOS Start Date
Mar 8, 2025
Trading Setting
Monthly
Type
Stocks
Category
Multi-asset,tactical allocation,trend-following,absolute momentum,risk-managed,monthly rebalance,equal-weight
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 toIEF, DBC, 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 19.11%. 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.