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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

A rules-based, rate-aware risk-on/risk-off strategy: hide in short Treasuries during panics, defend when rates rise (USD + hedges), and run a refined HFEA mix (3x S&P 500 + 3x long Treasuries) when rates fall, with extra crash safeguards.
NutHow it works
Rules-based switch: • Panic high (volatility index jumps) → short‑term Treasuries. • Use bonds vs T‑bills to read rates: – Bonds leading → risk‑on: rotate among leveraged stock and long‑Treasury funds, buying the most beaten‑down picks (RSI = short‑term “hot/cold” meter). – Rates rising → risk‑off: hold USD plus a hedge against either stocks or long bonds. – Long rates falling → run HFEA (≈55% 3x S&P 500, 45% 3x long Treasuries); crash signal → T‑bills.
CheckmarkValue prop
Out-of-sample annualized return ~29% vs S&P ~21.7%, aided by rate-aware risk-on/off switching and crash safeguards. Delivers stronger upside and diversification, but carries higher drawdown risk than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.461.280.220.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
355.73%13.22%-1.77%0.2%0.81
$ v1.1 of Risk On/Risk Off Hedgefundie (No K-1)
65,357.01%70.04%-5.34%-6.73%1.37
Initial Investment
$10,000.00
Final Value
$6,545,700.67
Regulatory Fees
$29,795.34
Total Slippage
$196,621.02
Invest in this strategy
OOS Start Date
Oct 30, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Risk-on/risk-off, tactical allocation, trend + mean reversion, leveraged etfs, rates-aware, crash protection, no k-1
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
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.

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 27.54%. 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, and options.