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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

Rules-based plan that mostly owns U.S. stocks (VTI) in uptrends, shifts to staples (XLP), gold/TIPS, or cash-like T‑bills (BIL) when risk rises, and occasionally takes a small, aggressive tech rebound via TQQQ when conditions are extremely oversold.
NutHow it works
Assets: VTI=US stocks; SPY=S&P 500; QQQ/TQQQ=big tech (TQQQ 3x); XLP=staples; TLT=long Treasuries; BIL=T‑bills (cash‑like); IAU=gold; TIP=inflation‑bonds; VIXM=volatility gauge. Rules: Own VTI when trends are up; if fear spikes (VIXM hot), sit in BIL. In downtrends prefer XLP; if tech is deeply oversold, take a brief TQQQ swing. When cash yields are high, favor IAU+TIP; otherwise VTI. Lanes mix equally.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P 500: oos Sharpe ~1.81 vs ~1.43, returns ~24.3% vs ~22.8%, max drawdown ~11.5% vs ~18.8%, beta ~0.74, Calmar ~2.11.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.060.790.860.93
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
583.71%13.55%-1.77%0.2%0.83
Simple Path Framework VTI _ Rev 1.0. May 8, 2023 (Shared)
979.96%17.03%-1.46%1.89%1.15
Initial Investment
$10,000.00
Final Value
$107,995.81
Regulatory Fees
$118.00
Total Slippage
$703.45
Invest in this strategy
OOS Start Date
May 8, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, risk-on/risk-off, tactical multi-asset, volatility filter, defensive tilt
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 21.39%. 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.