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Symphonies
SSO, ZROZ, GLD Allocation
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An aggressive mix: 60% 2x S&P 500 for growth, plus 20% long Treasuries and 20% gold as diversifiers. It aims for strong gains in stock uptrends, with bonds and gold to cushion shocks; no automatic rebalancing.
NutHow it works
Own three funds: 60% SSO (aims to move about 2x the S&P 500 each day—bigger gains and losses), 20% ZROZ (very long-term U.S. Treasuries that often rise when rates fall and stocks struggle), and 20% GLD (gold). No automatic rebalancing, so the mix can drift.
CheckmarkValue prop
Out-of-sample: ~78% annualized return vs ~51% for the S&P, with sharper risk-adjusted gains (Sharpe ~3.46 vs ~3.24) and a strong Calmar ~10.7. Diversifiers (gold, long Treasuries) cushion shocks while pursuing bigger upside.
1M
3M
6M
YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.021.130.910.95
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
771.61%14.44%1.36%5.73%0.87
SSO, ZROZ, GLD Allocation
1,461.27%18.67%2.15%10.5%0.94
Initial Investment
$10,000.00
Final Value
$156,127.16
Regulatory Fees
$3.11
Total Slippage
$17.79
Invest in this strategy
OOS Start Date
Apr 10, 2025
Trading Setting
Threshold 9%
Type
Stocks
Category
Leveraged equity, long-duration treasuries, gold, diversified allocation, barbell, buy-and-hold
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.

"SSO, ZROZ, GLD Allocation" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SSO, ZROZ, GLD Allocation" is currently allocated toGLD, SSOandZROZ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SSO, ZROZ, GLD Allocation" has returned 77.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SSO, ZROZ, GLD Allocation" is 7.28%. 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 "SSO, ZROZ, GLD Allocation", 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.