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Symphonies
Slow and Steady Growth 9.6%/19.1% DD (Backtest to Feb 2007)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, “risk-on/off” portfolio: own large US stock indexes when the S&P 500 is in a clear uptrend; otherwise pivot to Treasuries, gold, and the US dollar, with a small tactical sleeve and a commodity/gold trend tilt for inflation shocks.
NutHow it works
First, it checks if the S&P 500 (SPY) is above its long‑term average (~10 months). If yes: about 60% in US stocks (SPY/QQQ/DIA) and 40% split across gold (GLD), long Treasuries (TLT), commodities (DBC), and the US dollar (UUP). If not: shift mostly to TLT, GLD, UUP, and use a small 10% sleeve that buys QQQ on sharp dips or, if the short‑term trend is down, switches to either PSQ (inverse QQQ) or SHY. Separately, a 20% tilt holds DBC when it’s trending up; otherwise GLD.
CheckmarkValue prop
Regime-switching, trend-following multi-asset strategy delivering superior risk-adjusted returns: oos Sharpe 1.87 vs 1.41, max drawdown 9.04% vs 18.76%, Calmar 2.16. Captures upside in uptrends while hedging with gold, Treasuries, and USD.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.220.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
553.35%10.36%-1.77%0.2%0.6
Slow and Steady Growth 9.6%/19.1% DD (Backtest to Feb 2007)
689.48%11.46%0.87%4.35%1.08
Initial Investment
$10,000.00
Final Value
$78,947.61
Regulatory Fees
$79.50
Total Slippage
$504.44
Invest in this strategy
OOS Start Date
Sep 30, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Regime switching, trend following, tactical asset allocation, multi-asset, momentum and mean-reversion, risk-managed
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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 toQQQ, UUP, DBC, SPY, DIA, GLDandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.04%. 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.