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Symphonies
Vigilant Asset Allocation Approximation
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A monthly, one‑fund trend strategy: ride the strongest of US or foreign stocks (or AGG) when any are trending up; if all are weak, shift to the strongest high‑quality bond ETF (LQD, IEF, or SHY). Aims to participate in uptrends and avoid deep downturns.
NutHow it works
Each month it checks the last ~30 trading days (a simple “recent trend”). If at least one of these is rising—US stocks (SPY), foreign developed stocks (EFA), emerging stocks (EEM), or a broad US bond fund (AGG)—it buys the one with the strongest gains. If none are rising, it buys the strongest safety bond: LQD (corporate) or US Treasuries (IEF or SHY). Hold for a month, then repeat. One fund at a time.
CheckmarkValue prop
Out-of-sample, this momentum strategy outperforms on risk-adjusted basis: Sharpe 1.36 vs 1.15, Calmar 3.01, max drawdown 5.2% vs 14.7%, with 15.65% annualized return over ~11 months. Focused risk control with monthly, one-ETF positions.

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Invest in this strategy
OOS Start Date
Mar 2, 2025
Trading Setting
Monthly
Type
Stocks
Category
Tactical asset allocation, momentum, trend-following, crash protection, global equities, bonds, risk-on/risk-off
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.

"Vigilant Asset Allocation Approximation" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Vigilant Asset Allocation Approximation" is currently allocated toSHY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vigilant Asset Allocation Approximation" has returned 15.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Vigilant Asset Allocation Approximation" is 5.20%. 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 "Vigilant Asset Allocation Approximation", 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.