Skip to Content
Symphonies
Secular Trinity Momentum - Stocks, Bonds, Comds
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, multi-asset trend strategy that tilts among 2x S&P 500, Treasuries, gold, and broad commodities using long/medium-term averages and a simple heat gauge (RSI) to ride bulls and defend in bears, with an option to short the Nasdaq in deep bears.
NutHow it works
Regime: If SPY’s 200‑day avg > 1000‑day avg, it’s a long bull; else a long bear. Trend: 50 vs 200‑day (golden/death cross). Positioning: In uptrends favor SSO (2x S&P 500) with Treasuries and cash‑like T‑bills; if SPY is “hot” (RSI>60) trim stocks and add DBC/GLD; if very oversold (RSI<30 on QQQ) buy tech (XLK). In downtrends rotate to GLD, Treasuries (incl. TLT), defensives, or short Nasdaq (PSQ). Commodity sleeve owns DBC only when its trend is up; else gold/T‑bills.
CheckmarkValue prop
Out-of-sample, this multi-asset trend strategy delivers nearly SPY upside with far lower risk: ~21.4% annualized vs 23%, and ~12% max drawdown vs ~19%, Calmar ~1.78. Diversified across stocks, bonds, and commodities.
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
732.9%14.31%1.36%5.73%0.86
Secular Trinity Momentum - Stocks, Bonds, Comds
1,135.4%17.19%1.11%5.55%1.28
Initial Investment
$10,000.00
Final Value
$123,540.19
Regulatory Fees
$268.46
Total Slippage
$1,621.82
Invest in this strategy
OOS Start Date
Feb 19, 2023
Trading Setting
Threshold 12%
Type
Stocks
Category
Trend following, tactical asset allocation, momentum, multi-asset, regime switching, etfs, leveraged etfs, risk management
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.

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 21.36%. 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, crypto, and options.