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

About

A very defensive, one-holding-at-a-time strategy. Each month: if US, foreign, emerging stocks and broad bonds have all been rising on average over ~30 trading days, buy the strongest of them; otherwise, buy the strongest of three safer bond funds.
NutHow it works
Each month it checks four big markets—US stocks (SPY), foreign stocks (EFA), emerging stocks (EEM), and broad US bonds (AGG). If all four have, on average, risen over the last ~30 trading days, it buys the single strongest of those four. If not, it buys the strongest “safer” bond fund among LQD, IEF, and SHY. Hold for a month, then recheck.
CheckmarkValue prop
Defensive, monthly momentum strategy that stays safer in downturns. Out-of-sample: Sharpe 1.76 vs SPY 1.14, max drawdown 5.2% vs 14.7%, beta ~0.16. Lower risk, clearer rules, and a stronger risk-adjusted profile versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.050.220.090.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
873.86%10.76%0.54%-0.34%0.64
Vigilant Asset Allocation Approximation
384.73%7.34%4.39%8.1%0.6
Initial Investment
$10,000.00
Final Value
$48,473.48
Regulatory Fees
$179.36
Total Slippage
$1,161.13
Invest in this strategy
OOS Start Date
Mar 2, 2025
Trading Setting
Monthly
Type
Stocks
Category
Trend-following, tactical allocation, global equities, bonds, momentum, risk-on/risk-off, monthly rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"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 toIEF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vigilant Asset Allocation Approximation" has returned 20.61%. 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, and options.