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Symphonies
v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod
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 that shifts across stocks, bonds, commodities, the US dollar, and inverse/leveraged ETFs. It uses simple trend and “heat” signals to go risk‑on in falling‑rate climates, get defensive in rising rates, and flip to crash mode when volatility spikes.
NutHow it works
It’s an “all‑weather” mix that adapts to the backdrop. - When stress spikes (VIXY high), it either holds one 2x stock fund if the trend is still up, or hides in short‑term bonds/T‑Bills. - Otherwise: ~30% stocks, ~55% bonds, ~15% commodities. It uses simple signals: - RSI = a recent‑moves “heat meter”. - Moving average = trend. - Short lookbacks = momentum/mean‑reversion. It adds USD strength and even inverse/leveraged funds in rising‑rate or crash regimes.
CheckmarkValue prop
Adaptive all-weather strategy that beats the S&P 500 out-of-sample: 23.63% vs 21.69% annualized returns, lower drawdown (18.33% vs 18.76%), and Calmar ~1.29, delivered by a rules-based, regime-aware, diversified approach.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.350.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
269.18%14.93%-0.15%0.4%0.86
v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod
1,096.39%30.27%-1.58%-0.05%1.72
Initial Investment
$10,000.00
Final Value
$119,638.93
Regulatory Fees
$482.36
Total Slippage
$2,891.97
Invest in this strategy
OOS Start Date
Oct 25, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
All-weather,tactical allocation,trend & mean-reversion,leveraged & inverse etfs,crash protection,multi-asset,macro regime-driven
Tickers in this symphonyThis symphony trades 36 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLTR
abrdn Physical Precious Metals Basket Shares ETF
Stocks
OILK
ProShares K-1 Free Crude Oil ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 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 toUPRO, VGLT, SOXL, OILK, COMT, TECL, TQQQ, GLD, PDBCandVGIT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.33%. 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.