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Symphonies
V1.2a 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 portfolio that shifts among leveraged stock funds, defensive hedges, bond stances, and commodities using simple trend/volatility checks—aiming to beat the S&P 500 while adding a crash override.
NutHow it works
Crash guard: if a volatility gauge’s recent‑speed score (RSI on VIXY) spikes, go to cash‑like bonds; if the Nasdaq still trends up, take one small bounce trade instead. Otherwise: 30% stocks, 55% bonds, 15% commodities. Stocks rotate (by simple trend/strength tests) between leveraged growth (S&P/Nasdaq/tech/semis/financials) and defense (staples/energy/market‑neutral or short S&P/Nasdaq) plus a US‑dollar hedge. Bonds tilt to normal Treasuries, 3× long (falling rates), or short/US‑dollar (rising). Commodities: a diversified core plus recent winners (oil/gold/silver/broad). Rebalance on ~10% drift. K‑1‑free.
CheckmarkValue prop
Stronger long-term upside with managed risk: out-of-sample return 23.46% vs SPY 21.68%, max drawdown 18.33% vs 18.76%, Calmar 1.28, and crash-protected diversification across stocks, bonds, commodities, and USD hedges. K-1-free.

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Invest in this strategy
OOS Start Date
Oct 29, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical all‑weather, adaptive allocation, leveraged & inverse etfs, crash protection, trend/momentum, bonds, commodities, usd hedge
Tickers in this symphonyThis symphony trades 37 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
GUSH
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X Shares
Stocks
OILK
ProShares K-1 Free Crude Oil 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 22.29%. 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.