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Symphonies
Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Default: own the total U.S. stock market (VTI). If volatility spikes, shift to T‑bills (BIL). If the trend weakens, hide in consumer‑staples (XLP) or, rarely, take a short tech rebound via 3× Nasdaq (TQQQ). When cash yields are high, use gold (IAU)+TIPS (TIP).
NutHow it works
Starts with VTI (Vanguard Total U.S. stock market). - If volatility (VIXM) is overheated, hold BIL (T‑bills). - If VTI’s short‑term trend is up, stay in VTI; if not and long‑Treasuries look weak, use XLP (consumer‑staples). - If the S&P 500 is below its 200‑day, either take a short tech bounce via TQQQ (3× Nasdaq) if very oversold, else XLP. - If cash earned ≈1.75%+ over the past year, use 70% gold (IAU)/30% TIP (inflation‑protected) instead of VTI.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.81 vs 1.43, annualized return 24.28% vs 22.84%, max drawdown 11.53% vs 18.76%. A rules-based, trend- and volatility-driven approach designed to beat the S&P with lower risk.

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Invest in this strategy
OOS Start Date
May 8, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, trend following, volatility filter, defensive rotation, multi-asset, risk management
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IAU
iShares Gold Trust
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TIP
iShares TIPS Bond ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
VTI
Vanguard Total Stock Market ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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 toIAU, TIPandVTI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.84%. 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, and options.