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Symphonies
V1.6 Adaptive All Weather Portfolio+Battleship III
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A dynamic “all‑weather” portfolio. It adapts to interest‑rate trends, stock‑market strength, and fear spikes. It can press with leveraged stocks and long bonds, or defend with cash‑like bonds, a strong‑USD and inverse funds, plus a small commodity/inflation tilt.
NutHow it works
Starts with a panic switch: if a fear gauge (VIX ETFs) looks hot (RSI = recent losses outweigh gains), it moves to T‑bills/short bonds or a single 2x index fund if trend is still up. Otherwise ~30% stocks, 55% bonds, 15% tactical. Trend filters (moving averages) and “dip” tests pick among: leveraged stock funds (2x/3x), long or inverse Treasury funds, a long‑USD hedge, and—when commodities trend—a small inflation tilt.
CheckmarkValue prop
Adaptive all-weather strategy with crash protection and diversified hedges. Lower beta (~0.64) for risk mitigation; OOS return ~16% with Sharpe ~0.83, max drawdown ~32%, complementing the S&P 500’s ~22% return and ~1.43 Sharpe.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.370.390.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
159.31%13.87%-5.67%-5.04%0.76
V1.6 Adaptive All Weather Portfolio+Battleship III
1,880.12%50.22%2.81%-1.29%2.03
Initial Investment
$10,000.00
Final Value
$198,012.17
Regulatory Fees
$939.67
Total Slippage
$5,721.37
Invest in this strategy
OOS Start Date
Jan 8, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Adaptive allocation, trend following, leveraged/inverse etfs, equities, treasuries, usd hedge, commodities, volatility overlay
Tickers in this symphonyThis symphony trades 58 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
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
CORN
Teucrium Corn Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets 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 toUSDU, USO, BTAL, SQQQandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.35%. 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.