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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 in SPY (US stocks), GLD (gold), and VNQ (real estate). If a sleeve is below its trend (stocks ~1yr, gold ~6mo, real estate ~12yrs), that slice moves to Treasuries (IEF or TLT). Checks daily and rebalances to equal weight.
NutHow it works
Each day it splits money equally into three slices: US stocks (SPY), gold (GLD), and real estate (VNQ). For each slice it checks if today’s price is above its long‑run average. If yes, stay in that fund. If not, move that slice into US Treasury bonds (stocks/real estate → IEF, gold → TLT). Thresholds: stocks ~1yr, gold ~6mo, real estate ~12yrs. Then re‑equal‑weight.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.71 vs SPY 1.44; Calmar 2.28; max drawdown 9.69% vs 13.72%; positive alpha ~0.09. A 3-sleeve equal-weight approach (stocks/gold/real estate) with trend hedges offers stronger risk-adjusted returns and downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.020.470.480.69
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
66.13%14.38%1.36%5.73%0.83
Stoken's Active Combined Asset (ACA) Simplified Approximation
35.43%8.36%3.02%7.76%0.71
Initial Investment
$10,000.00
Final Value
$13,543.27
Regulatory Fees
$22.11
Total Slippage
$35.17
Invest in this strategy
OOS Start Date
Mar 8, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, multi-asset, us equities, gold, real estate, treasury bonds, daily rebalancing, risk management
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.

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 22.13%. 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, crypto, and options.