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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

Monthly, rules‑based mix of stocks, real estate, commodities, and Treasuries. Each sleeve is 100%, 50%, or 0% invested based on a 12‑month trend and whether it beat cash, shifting to T‑bills when conditions are weak.
NutHow it works
Each month it splits money equally across 7 sleeves: MTUM (US momentum stocks), IWD (US value stocks), EFA (intl. developed stocks), EFV (intl. value), VNQ (US real estate), DBC (commodities), IEF (US Treasuries). For each sleeve: if today’s price is above its 1‑yr average, hold it; if not but it beat T‑bills (BIL) over 1 yr, hold half; otherwise use T‑bills. Then rebalance.
CheckmarkValue prop
Out-of-sample risk-adjusted leader: Sharpe 1.71, Calmar 2.17, max drawdown 9.7%, annualized return 21.2%. A diversified, rules-based mix that emphasizes downside protection while delivering solid upside vs. the S&P.
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
311.2%13.15%-1.77%0.2%0.79
Robust Asset Allocation - Balanced Approximation
84.78%5.51%0.67%7.04%0.7
Initial Investment
$10,000.00
Final Value
$18,478.22
Regulatory Fees
$6.73
Total Slippage
$33.45
Invest in this strategy
OOS Start Date
Mar 8, 2025
Trading Setting
Monthly
Type
Stocks
Category
Trend-following, tactical asset allocation, global equities, real estate, commodities, treasuries, defensive
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 19.52%. 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.