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Symphonies
v1.5 Adaptive All Weather Portfolio
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 spin that rotates across stocks, bonds, commodities, real estate, and the U.S. dollar using trend/momentum/RSI. It adds leverage and hedges to handle rising‑rate selloffs and aims to beat the S&P 500 over time.
NutHow it works
It’s an “all‑weather” portfolio that shifts among stocks, bonds, commodities, real estate, and the U.S. dollar using simple signals: - Trend: price above/below its recent average - Momentum: recent performance - RSI: quick 0–100 “heat” score of recent ups/downs In panics it parks in T‑bills; in rising rates it favors the dollar and may short bonds/stocks; in falling rates it piles into long bonds and stocks.
CheckmarkValue prop
Regime-aware, K-1-free strategy with crash protection offers solid risk-adjusted returns and notable downside resilience versus the S&P 500. Calmar ~0.97; oos Sharpe ~1.02; diversification in rising-rate regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.430.230.48
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
308.01%13.26%-0.15%0.4%0.79
v1.5 Adaptive All Weather Portfolio
1,302.93%26.36%-1.73%-3.78%1.55
Initial Investment
$10,000.00
Final Value
$140,292.93
Regulatory Fees
$718.10
Total Slippage
$4,240.35
Invest in this strategy
OOS Start Date
Nov 11, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Adaptive multi-asset, tactical allocation, trend/momentum, leveraged etfs, long/short, crash protection, risk-parity-inspired
Tickers in this symphonyThis symphony trades 41 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
DBC
Invesco DB Commodity Index Tracking Fund
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
MORT
VanEck Mortgage REIT Income 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.

"v1.5 Adaptive All Weather Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"v1.5 Adaptive All Weather Portfolio" is currently allocated toUPRO, VGLT, SOXL, TECL, TQQQ, PDBCandVGIT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "v1.5 Adaptive All Weather Portfolio" has returned 17.30%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "v1.5 Adaptive All Weather Portfolio" is 18.84%. 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 "v1.5 Adaptive All Weather Portfolio", 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.