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Symphonies
Symphony Weightings Using Shartino Score
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based, multi‑asset portfolio. It tilts into tech stocks, bonds, commodities, energy, the U.S. dollar, or cash based on simple trend and “hot/cold” signals, with crash defences (inverse/VIX) when markets break. Uses risk‑adjusted sleeve weights.
NutHow it works
It’s a bundle of simple rule sets. Each day it checks: Is an asset trending up (price above its moving average)? Is it overheated or washed‑out (RSI high/low)? Are we in a drawdown? Based on that, each sleeve picks either a risk asset (stocks, energy, gold, commodities), a hedge (inverse/volatility), or T‑bills. The sleeves are pre‑weighted by risk‑adjusted quality.
CheckmarkValue prop
Out-of-sample, this rule-based multi-asset strategy offers better risk-adjusted performance than the S&P: Sharpe about 1.80 vs 1.25, max drawdown about 7.22% vs 18.76%, Calmar about 2.25, with hedges and cash ballast for downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.180.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
533.79%14.94%-0.15%0.4%0.91
Symphony Weightings Using Shartino Score
822.6%18.24%1.57%3.8%2.52
Initial Investment
$10,000.00
Final Value
$92,259.76
Regulatory Fees
$271.17
Total Slippage
$1,459.14
Invest in this strategy
OOS Start Date
May 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical asset allocation, trend-following, momentum, defensive overlays, volatility hedging, commodities, bonds, tech tilt, rules-based
Tickers in this symphonyThis symphony trades 46 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CPER
United States Copper Index Fund
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
FAN
First Trust Global Wind Energy ETF
Stocks
FCG
First Trust Natural Gas 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 toXME, FCG, IEF, KOLD, XOP, DBA, QQQ, UUP, DBC, SHY, SPY, DBO, BTAL, SHV, XLE, GLD, TLT, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.96%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.22%. 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.