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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

An adaptive, K‑1‑free “all weather” mix that shifts with fear and interest‑rate trends. It rotates among leveraged stock funds, Treasuries (long or short), the U.S. dollar, and commodities, with a crash switch to protect in panics. Aims to beat the S&P 500 long term.
NutHow it works
Step 1: Panic check. If fear is high (VIXY’s RSI—a 0–100 “recent ups vs downs” score—>54), switch to Crash Protection: if the Nasdaq (QQQ) is above its 25‑day average, hold one 2x index fund; else sit in very short‑term Treasuries. Step 2: Otherwise hold ~30% stocks, 55% bonds, 15% commodities. Stocks: when rates fall, rotate into 2–3x S&P/Tech/Semis; when rates rise, use defensives (staples, energy), inverse index funds, and 40% long the U.S. dollar (USDU). Bonds: Treasuries when steady, 3x long when rates fall, or short Treasuries + long USD when rates rise. Commodities: keep a broad fund (PDBC) and add oil/gold/silver if strong.
CheckmarkValue prop
Out-of-sample edge: ~24.41% return vs 22.01% S&P, Sharpe ~1.27 vs ~1.32, beta ~0.55, drawdown 18.33% (vs 18.76%), Calmar ~1.33. An adaptive, crash-protected, K-1-free all-weather strategy aiming to beat the S&P long-run.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.230.350.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
267.69%15.3%1.36%5.73%0.87
v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod
1,097.04%31.18%-0.09%7.57%1.76
Initial Investment
$10,000.00
Final Value
$119,704.45
Regulatory Fees
$419.01
Total Slippage
$2,512.68
Invest in this strategy
OOS Start Date
Oct 25, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Adaptive all‑weather, risk‑on/risk‑off, crash protection, leveraged & inverse etfs, bonds/commodities rotation, usd tilt
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 toUSDU, GLTR, COMT, BTAL, SLV, SDS, PDBCandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.41%. 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, crypto, and options.