Skip to Content
Symphonies
Blend: Regime Switching
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A 50/50 blend of trend-following and hedged tactics: ride uptrends with QQQ/SPY, buy dips selectively, and switch to staples, Treasuries, cash, shorts, or volatility hedges when markets weaken.
NutHow it works
Half uses a trend rule: if SPY is above its 200‑day average, go risk‑on (QQQ/SPY). If not, go defensive (staples, Treasuries, cash) or short tech. The other half adds crash hedges: buy volatility on stress and park in T‑bills; occasionally tilt to oil or the US dollar. RSI is a “stretch” meter (high=hot, low=washed‑out). Key ETFs: QQQ=big tech; QID/PSQ=short QQQ; XLP=defensive; TLT/SHY=Tre’s; BIL=T‑bills; UVXY=volatility; DBO=oil; UUP=US$.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~33.6% annualized return with Sharpe ~1.45 and Calmar ~1.56, beating the S&P’s ~23.2% return and ~1.37 Sharpe, while offering built-in hedges for stronger upside with controlled risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.330.620.220.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
616.19%14.71%0.54%-0.34%0.9
Blend: Regime Switching
31,650.11%49.42%3.6%-3.78%1.92
Initial Investment
$10,000.00
Final Value
$3,175,011.23
Regulatory Fees
$8,197.36
Total Slippage
$51,915.51
Invest in this strategy
OOS Start Date
Sep 28, 2022
Trading Setting
Threshold 25%
Type
Stocks
Category
Regime switching, trend following, tactical allocation, volatility hedge, leveraged/inverse etfs, us equities, treasuries, multi-asset
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBO
Invesco DB Oil Fund
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SDS
ProShares UltraShort S&P500
Stocks
SH
ProShares Short S&P500
Stocks
SHY
iShares 1-3 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.

"Blend: Regime Switching" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Blend: Regime Switching" is currently allocated toTMF, QQQ, SPXL, DBO, QLD, SSOandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Blend: Regime Switching" has returned 30.79%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Blend: Regime Switching" is 21.55%. 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 "Blend: Regime Switching", 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.