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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 “risk on/risk off” take on HFEA: only run 55/45 UPRO/TMF when rates are falling; otherwise park in cash/short Treasuries, hold USD, or briefly short tech/bonds during rising‑rate or crash regimes. Avoids K‑1 ETFs.
NutHow it works
1) If fear spikes (a volatility ETF overheats), move to short Treasuries (SHY). 2) Else, check bonds vs cash over 60 days. If bonds are strong, rotate into 3 leveraged funds that look most “oversold.” 3) Else, if long bonds are weak (rates rising), hold US dollar plus either short tech or short long bonds. 4) Else (rates falling), run 55/45 UPRO/TMF—unless the market just plunged ~5% in 10 days, then sit in T‑Bills (BIL).
CheckmarkValue prop
Out-of-sample edge: ~29% annualized return vs ~22% for the S&P, with built-in risk controls (crash guard, rate-regime shifts, cash hedges) to capture upside and curb downside; drawdowns up to ~63% possible; no K-1s.

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Invest in this strategy
OOS Start Date
Oct 30, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Risk-on/risk-off, leveraged etfs, trend/contrarian rotation, volatility crash guard, rates regime filter, dollar hedge, 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 Shares
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
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 Shares
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 toSOXL, TECLandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.74%. 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.