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Symphonies
The Golden Ratio FTLT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A five‑bucket, rules‑based portfolio sized by the golden ratio. It rotates among leveraged funds in US stocks, Treasuries, gold, and real estate (plus EM), flipping long/short or hedging based on trend and short‑term heat. Daily rebalanced; high risk.
NutHow it works
Your money is split into five buckets sized by the golden ratio (~42/26/16/10/6%). Each bucket trades a area: US stocks (tech‑tilted), Treasuries, gold, real estate, plus a small cash/EM piece. It follows the long‑term trend and a short‑term “heat” gauge to hold a bull fund, flip to its bear version, or add a volatility hedge. Uses 2x/3x funds; swings can be large. Rebalanced daily.
CheckmarkValue prop
Out-of-sample performance highlights: this five-sleeve trend/hedge strategy targets stronger, risk-adjusted upside vs SPY. Annualized return ~48% vs ~31%; Calmar ~2.06; Sharpe ~1.45; beta ~0.91. Expect higher drawdowns (~23.5%) but potential for durable outperformance.

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Invest in this strategy
OOS Start Date
Mar 12, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, multi-asset, trend-following, mean reversion, leveraged etfs, volatility hedging, daily rebalance
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
GLL
ProShares UltraShort Gold
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
IVV
iShares Core S&P 500 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 Golden Ratio FTLT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"The Golden Ratio FTLT" is currently allocated toDRN, UGL, TQQQ, EDC, IVVandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "The Golden Ratio FTLT" has returned 48.75%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "The Golden Ratio FTLT" is 23.47%. 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 Golden Ratio FTLT", 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.