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Symphonies
$ v1.1 of Risk On/Risk Off Hedgefundie (No K-1)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Crash‑aware, rates‑driven HFEA that avoids K‑1s. Buys leveraged growth/long bonds when conditions are friendly, shifts to USD or inverse hedges when rates rise, and parks in short‑term Treasuries during crashes or sharp drops.
NutHow it works
Goal: a safer, event‑driven HFEA (no K‑1s). It flips on 3 checks: 1) Crash? If the “fear” ETF VIXM is very hot (RSI>69; RSI = 0–100 hot/cold score), hold SHY (short‑term Treasuries). 2) Else if bonds beat cash (BND>BIL, 60d), put ~2/3 into 3 oversold leveraged funds (from TECL tech, SOXL semis, FAS financials, TQQQ Nasdaq, UPRO S&P, TMF long Treasuries); rest stays cash‑like. 3) Else if long Treasuries are weak (TLT<BIL, 20d), split USDU (US dollar) and a hedge (SQQQ short Nasdaq or TBF short long Treasuries). Otherwise (falling rates), run 55% UPRO/45% TMF—unless SPY dropped >5% in ~10d; then hold BIL (T‑bills) ~1 month.
CheckmarkValue prop
Out-of-sample, this crash-aware, rates-driven strategy aims higher upside vs SPY: ~33.6% annualized vs ~22%, with Sharpe ~0.81 and Calmar ~0.54. Includes crash protection and no K-1s (tax-friendly).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.481.280.230.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
363.62%13.71%1.36%5.73%0.83
$ v1.1 of Risk On/Risk Off Hedgefundie (No K-1)
71,252.58%73.37%8.52%33.69%1.4
Initial Investment
$10,000.00
Final Value
$7,135,258.16
Regulatory Fees
$25,856.28
Total Slippage
$169,734.55
Invest in this strategy
OOS Start Date
Oct 30, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, regime switching, risk on/risk off, volatility filter, rates signals, crash protection, tax-friendly (no k-1s)
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUSDUandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 62.61%. 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, crypto, and options.