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Symphonies
Stoken's Active Combined Asset (ACA) Simplified Approximation
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Equal-weight SPY, GLD, and VNQ, with a simple “stay if healthy, switch to Treasuries if weak” rule for each sleeve. Daily rebalanced, aiming to cut big downturns while keeping broad, diversified exposure.
NutHow it works
Your money is split equally into 3 sleeves and checked daily against a long-term average price (the average of recent days). If today’s price is below that average, that sleeve parks in Treasuries; otherwise it stays invested. - US stocks: Hold SPY (S&P 500) unless SPY is below its ~360‑day average; then use IEF (7–10yr Treasuries). - Gold: Hold GLD (gold) unless GLD is below its ~180‑day average; then use TLT (20+yr Treasuries). - Real estate: Hold VNQ (US REITs) unless VNQ is below its ~12‑year average; then use IEF. Rebalance daily to keep sleeves equal.
CheckmarkValue prop
Out-of-sample Sharpe 2.29 vs SPY 1.41; lower max drawdown (9.69% vs 13.73%); returns near/above 29.69% with far lower beta. A diversified, trend-driven sleeve strategy offering steadier, higher risk-adjusted gains vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.030.480.460.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
63.31%12.87%-1.77%0.2%0.77
Stoken's Active Combined Asset (ACA) Simplified Approximation
45.38%9.67%-0.47%7.15%0.8
Initial Investment
$10,000.00
Final Value
$14,537.68
Regulatory Fees
$23.49
Total Slippage
$36.26
Invest in this strategy
OOS Start Date
Mar 8, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, multi-asset, etfs, risk management, defensive overlay, daily rebalance
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
VNQ
Vanguard Real Estate 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 toGLD, SPYandVNQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.69%. 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.