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Symphonies
The All Weather Trader
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based “all-weather” portfolio. It buys uptrending assets (stocks, Treasuries, commodities, gold, US dollar), shifts to cash/bonds or even shorts when trends break or get overheated, and uses crash/sideways protection to keep drawdowns in check.
NutHow it works
It watches trends and “temperature” across stocks, bonds, commodities, the dollar, and volatility. If an asset is in an uptrend and not overheated, it owns it (sometimes with modest leverage). If trends break or get too hot, it moves to cash-like T‑bills, Treasuries, or shorts. Crash rules cut risk fast. By combining many sleeves, it aims to do okay in most markets: stocks for growth, Treasuries for recessions, commodities/gold for inflation, dollar/volatility hedges for stress.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted terms: Sharpe 1.71 vs 1.23, Calmar 2.31, drawdown 7.5% vs 18.8%, beta ~0.41, with about 17.2% annualized return. Lower risk, steadier gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.20.230.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
531.24%15.2%1.36%5.73%0.92
The All Weather Trader
810.21%18.48%0.67%5.04%2.42
Initial Investment
$10,000.00
Final Value
$91,020.96
Regulatory Fees
$248.16
Total Slippage
$1,535.92
Invest in this strategy
OOS Start Date
Apr 24, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Multi-asset, trend-following, momentum, tactical, all-weather, risk-managed, etfs, long/short
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 All Weather Trader" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"The All Weather Trader" is currently allocated toXME, IEF, DBA, QQQ, SVXY, UUP, DBC, SHY, SPY, SHV, XLE, GLD, TLT, VIXM, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "The All Weather Trader" has returned 17.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "The All Weather Trader" is 7.46%. 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 All Weather Trader", 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.