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Symphonies
Sentinel Core
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses the S&P 500’s 50/200‑day trend to toggle between offense and defense: in uptrends hold cash‑rich US stocks plus gold and managed futures; in downtrends rotate to managed futures, long Treasuries, and T‑bills.
NutHow it works
It’s a simple market switch. It looks at SPY’s average price over 50 days vs 200 days. If the 50-day is above the 200-day (uptrend): 40% COWZ (cash‑rich US stocks), 30% DBMF (managed‑futures trend fund), 30% GLD (gold). If not (downtrend): 40% DBMF, 30% TLT (long‑term US Treasuries), 30% BIL (T‑bills/cash). Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P 500: ~38% vs ~27% annualized return, Sharpe ~3.18 vs ~2.23, drawdown ~3.8% vs ~5.1%. Low beta (~0.53) and Calmar ~10 signal durable, risk-adjusted gains.

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Invest in this strategy
OOS Start Date
Jul 8, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, risk-on/risk-off, etf portfolio, managed futures, gold, treasuries, value/quality equities
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.

"Sentinel Core" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sentinel Core" is currently allocated toGLD, COWZandDBMF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sentinel Core" has returned 38.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sentinel Core" is 3.81%. 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 "Sentinel Core", 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.