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Symphonies
-bk-I 8/13 200d LETF MA Risk On/Off inv
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, risk‑on/risk‑off portfolio. It rides stock uptrends with leveraged leaders, but on dips or downtrends it pivots to T‑Bills, gold, a strong USD, bond trades, or gentle shorts. Uses simple trend and “overbought/oversold” gauges to switch.
NutHow it works
It first labels the market as risk‑on or risk‑off by checking if SPY/QQQ are above their long‑term average. It uses RSI (a “speedometer” of recent moves) to flag dips (very low) and overheated spikes (very high). Risk‑on: ride leaders with leveraged stock funds (e.g., TQQQ, UPRO; sometimes SOXL, FAS). Risk‑off: shift to cash‑like T‑Bills (BIL/SHY), gold (GLD), a strong USD (USDU/UUP), or mild shorts (PSQ, QID, SQQQ); can hedge with VIXY/UVXY. A bond sleeve flips between long Treasuries (TLT, TMF/UBT) when rates fall and inverse/dollar (TBT/TMV, USDU) when rates rise.
CheckmarkValue prop
Out-of-sample this strategy beats the S&P on risk-adjusted return: Sharpe ~1.82 vs 1.58, annualized return ~45% vs ~26%, Calmar ~2.27. Lower beta ~0.84 with disciplined drawdown control and diversified hedges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.630.40.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
193.52%16.4%2.46%6.63%0.87
-bk-I 8/13 200d LETF MA Risk On/Off inv
10,745.06%93.64%0%-3.04%2.68
Initial Investment
$10,000.00
Final Value
$1,084,506.47
Regulatory Fees
$3,335.74
Total Slippage
$27,416.75
Invest in this strategy
OOS Start Date
Oct 31, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Trend following,tactical allocation,leveraged etfs,risk-on/risk-off,volatility hedging,bonds and rates,multi-asset
Tickers in this symphonyThis symphony trades 96 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ANGL
VanEck Fallen Angel High Yield Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BKLN
Invesco Senior Loan 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
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
DIA
State Street SPDR Dow Jones Industrial Average 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.

"-bk-I 8/13 200d LETF MA Risk On/Off inv" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"-bk-I 8/13 200d LETF MA Risk On/Off inv" is currently allocated toUPRO, USDU, TMF, GOVI, UUP, DBC, SPY, BTAL, TQQQ, SHV, XLE, SH, QLD, SSO, TFLO, XLPandHYD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "-bk-I 8/13 200d LETF MA Risk On/Off inv" has returned 45.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "-bk-I 8/13 200d LETF MA Risk On/Off inv" is 19.94%. 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 "-bk-I 8/13 200d LETF MA Risk On/Off inv", 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.
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Securities products and brokerage services are offered by Composer Securities LLC, a broker-dealer registered with the SEC and member of FINRA / SIPC. Composer Securities LLC and Composer Technologies Inc. are separate but affiliated companies. Accounts are carried and securities execution, clearance and settlement services are provided by Alpaca Securities LLC, and Apex Clearing Corporation, SEC-registered broker-dealers and members of FINRA / SIPC. Alpaca Securities is a wholly-owned subsidiary of AlpacaDB, Inc. Apex Clearing Corporation, is a wholly-owned subsidiary of Apex Fintech Solutions Inc. Check the background of Composer Securities LLC, Alpaca Securities LLC, and Apex Clearing Corporation on FINRA BrokerCheck . This is not an offer, solicitation of an offer, or advice to buy or sell securities or open a brokerage account in any jurisdiction where Composer Securities is not registered. Securities products offered by Composer Securities are not FDIC insured

With any investment, your capital is at risk. The value of your portfolio with Composer can go down as well as up. Past performance is no guarantee of future results. By using this website, you accept our Terms of Service, Privacy Policy, and Payment Agreement.

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Keep in mind, investing involves risk. Examples are for illustrative purposes and are not a recommendation, an offer to sell, or a solicitation of an offer to buy any security. Past performance is no guarantee of future results.

Online trading has inherent risk due to system response, execution price, speed, liquidity, market data and access times that may vary due to market conditions, system performance, market volatility, size and type of order and other factors. An investor should understand these and additional risks before trading.

Options trading involves significant risk and is not appropriate for all investors. Prior to buying or selling an option with Composer Securities LLC, please read the "Characteristics and Risks of Standardized Options," also known as the Options Disclosure Document (ODD). You can access the ODD by clicking here. Options transactions are often complex and can expose investors to potentially rapid and substantial losses. In some cases, you may lose your entire investment in a relatively short period. Furthermore, certain complex options strategies carry additional risk, including the potential for losses that may exceed your original investment amount.

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Securities products are: Not FDIC insured · Not bank guaranteed · May lose value

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