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Symphonies
Secular Trinity Momentum - Stocks, Bonds, Comds
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses SSO=2x S&P; UST=2x 7–10y Treas; SHV/SHY=T‑bills; IEF/TLT=long Treas; GLD=gold; DBC=commodities; XLK=tech; QQQ=Nasdaq‑100; PSQ=short QQQ; XLP=staples. Backtest 2008–23: ~19%/yr, max drop ~17% (not guaranteed).
NutHow it works
Dials steer a mix of stocks, bonds, and commodities. Long term: if SPY’s 200‑day avg > 1000‑day, secular bull; else bear. Medium: 50>200 (“golden cross”) adds risk; 50<200 cuts risk. Near term: if SPY is above its 200‑day and not “hot” (RSI = 0–100 heat gauge), hold more SSO & UST. If hot/weak, add SHV and a commodity sleeve that buys DBC when rising, else tilts to GLD/SHY (more to calmer assets). In deep bears use PSQ or XLP; tech dips (QQQ oversold) can trigger XLK.
CheckmarkValue prop
Out-of-sample edge: Calmar 1.72, max drawdown 12% vs SPY’s ~19%, beta ~0.78. Annualized return ~20.7% with diversified stocks, bonds, gold/commodities. Offers smoother growth and meaningful downside protection vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.530.490.7
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
731.58%14.07%0.54%-0.34%0.85
Secular Trinity Momentum - Stocks, Bonds, Comds
1,128.56%16.87%0.65%-0.55%1.26
Initial Investment
$10,000.00
Final Value
$122,855.93
Regulatory Fees
$268.90
Total Slippage
$1,621.80
Invest in this strategy
OOS Start Date
Feb 19, 2023
Trading Setting
Threshold 12%
Type
Stocks
Category
Multi-asset, tactical asset allocation, trend-following, momentum, risk-managed, equities, bonds, commodities, defensive tilt, inverse/leveraged etfs
Tickers in this symphonyThis symphony trades 13 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
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond 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 toUST, SHVandSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.03%. 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.