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Symphonies
Spread Across the Market
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple “all‑weather” mix: 20% each in broad US stocks, small‑cap value, long Treasuries, short Treasuries, and gold. It aims to smooth the ride across growth, recessions, and inflation, rebalancing only to stay roughly equal (no guarantees).
NutHow it works
Split your money equally (about 20% each) across five funds: VTI (the whole US stock market), VBR (smaller, cheaper US stocks), TLH (10–20 year US Treasury bonds), SHY (1–3 year US Treasury bonds), and GLD (gold). No market timing. When any slice drifts ~5% from target, trim the winner and add to the laggard to get back to equal.
CheckmarkValue prop
Out-of-sample Sharpe ~1.08 vs S&P ~0.82, lower drawdown (16% vs 22%), and positive alpha (~+0.04%). A simple, diversified all-weather mix delivering steadier, more favorable risk-adjusted performance than the S&P 500.

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Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Asset allocation, balanced, long-only, multi-asset, us stocks, treasuries, gold, diversified, low-turnover, buy-and-hold
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
TLH
iShares 10-20 Year Treasury Bond ETF
Stocks
VBR
Vanguard Small-Cap Value ETF
Stocks
VTI
Vanguard Total Stock Market 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.

"Spread Across the Market" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Spread Across the Market" is currently allocated toGLD, SHY, TLH, VBRandVTI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Spread Across the Market" has returned 9.49%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Spread Across the Market" is 15.61%. 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 "Spread Across the Market", 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.