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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

Aggressive 60/20/20 portfolio: 60% SSO (2x S&P 500), 20% ZROZ (long Treasuries), 20% GLD (gold). Growth engine plus two diversifiers. No tactical signals; mainly buy-and-hold. Expect bigger ups and downs than the overall market.
NutHow it works
It holds a fixed mix: 60% SSO (a fund that aims for 2x the S&P 500’s daily move), 20% ZROZ (very long-term U.S. Treasury bonds), and 20% GLD (gold). No timing signals—just hold the mix. Rebalancing isn’t scheduled, so weights may drift over time.
CheckmarkValue prop
Out-of-sample, this 60/20/20 levered mix beats the S&P on risk-adjusted returns: Sharpe ~3.36 vs 2.97, Calmar ~10, and annualized return ~72.7% vs ~44.2%. Expect more drawdown, but far stronger long-run growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.021.140.910.95
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
775.12%14.24%-0.15%0.4%0.86
SSO, ZROZ, GLD Allocation
1,532.91%18.7%1.45%4.59%0.94
Initial Investment
$10,000.00
Final Value
$163,291.39
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
Static allocation, leveraged equities, long-duration treasuries, gold, diversified, buy-and-hold, high risk
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SSO
ProShares Ultra S&P500
Stocks
ZROZ
PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded 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.

"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 58.57%. 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, and options.