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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

A daily trend-following core: when the S&P 500 is in an uptrend, own cash‑rich U.S. stocks (COWZ) plus gold and managed futures; otherwise shift to managed futures, long‑term Treasuries (TLT), and T‑bills (BIL).
NutHow it works
Each day it checks a simple trend on SPY (the S&P 500 ETF): is the 50‑day average price above the 200‑day average? If yes (uptrend), hold 40% COWZ (U.S. companies that generate lots of free cash), 30% DBMF (managed‑futures fund that can go long/short), 30% GLD (gold). If not, hold 40% DBMF, 30% TLT (long‑term U.S. Treasuries), 30% BIL (T‑bills/cash). It rebalances to these weights daily.
CheckmarkValue prop
Out-of-sample, this strategy nearly matches the S&P 500 on return (22.50% vs 22.91%) but delivers lower volatility, smaller drawdown, and a higher Calmar ratio (2.59) thanks to a trend-based mix of equities, managed futures, gold, Treasuries, and cash.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.060.310.310.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
189.04%16.13%1.36%13.5%0.86
Sentinel Core
108.58%10.91%-3.65%-3.79%1
Initial Investment
$10,000.00
Final Value
$20,858.46
Regulatory Fees
$54.88
Total Slippage
$35.80
Invest in this strategy
OOS Start Date
Jul 8, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, risk-on/risk-off, value equities, managed futures, gold, treasuries, cash
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
COWZ
Pacer US Cash Cows 100 ETF
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"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 22.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sentinel Core" is 8.68%. 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, and options.