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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 with a volatility circuit breaker. In calm markets it leans into stocks and bonds; in rising‑rate or fearful markets it shifts to the U.S. dollar, inverse Treasuries, defensive sectors, and cash/short‑term bonds.
NutHow it works
1) Fear switch: if market “fear” stays high, go to crash mode—if the main trend is up, hold one index/oil fund; if down, sit in short‑term bonds/cash. 2) Otherwise: 30% stocks, 55% bonds, 15% commodities. Stocks tilt to tech/semis when healthy; in stress, add defensive or inverse funds plus a U.S. dollar hedge. Bonds flip between long Treasuries (calm) and inverse/US dollar (rising rates). Commodities hold a broad mix plus recent winners.
CheckmarkValue prop
Out-of-sample, this adaptive all‑weather strategy delivered 23.2% annualized return vs SPY’s 21.6%, with lower drawdown (18.33% vs 18.76%), positive alpha, and Calmar ~1.27. Superior risk-adjusted growth with lower beta and built‑in hedges.

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Invest in this strategy
OOS Start Date
Oct 29, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Adaptive allocation, trend-following, crash protection, multi-asset, leveraged/inverse etfs, volatility filter
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 toTYD, USDU, TMF, GLTR, BTAL, SLV, GLD, SDS, PDBCandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.21%. 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.