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Symphonies
-bk-I 8/13 200d LETF MA Risk On/Off inv
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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 delivers higher risk-adjusted return (Sharpe ~1.62) and ~38% annualized return vs ~27% for the S&P, with ~0.83 beta and ~20% max drawdown. A risk-on/risk-off, diversified approach that beats the S&P on efficiency.

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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 toUSDU, TMF, UUP, DBC, SPHY, SPY, ICSH, BTAL, TQQQ, XLE, GLD, TLT, TMV, BIL, SQQQ, XLPandPSQ. 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 33.23%. 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.