Skip to Content
Symphonies
Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared)
Today’s Change
—

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

About

A VTI‑first, rules-based plan: stay in US stocks when trends are healthy, hide in T‑bills or defensive stocks when fear or weakness appears, occasionally buy sharp tech rebounds, and switch to gold/TIPS when cash yields signal a defensive regime.
NutHow it works
It blends simple checklists. Most of the time it holds VTI (the total US stock market) when the long-term trend is up. If fear spikes, it parks in T‑bills (BIL). If trends weaken, it may switch to defensive stocks (XLP). In downtrends it may briefly buy a fast tech rebound (TQQQ). When cash yields are high, it shifts to gold (IAU) and inflation‑linked bonds (TIP).
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.74 vs 1.44, annualized return 23.63% vs 23.29%, max drawdown 11.5% vs 18.8%. Lower risk and stronger risk-adjusted gains, driven by rule-based trend/risk controls vs the S&P 500.

Loading backtest data...

Invest in this strategy
OOS Start Date
May 8, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, trend following, risk-on/risk-off, volatility filter, us equities, defensive rotation, multi-asset, leveraged etf optional
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 toIAU, TIPandVTI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.53%. 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.