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 sleeves. It owns tech/S&P in uptrends, shifts to staples/bonds/cash or shorts in downtrends, buys dips when deeply oversold, and turns on volatility hedges in extreme conditions (backtested since 2011).
NutHow it works
It splits your money: 50% “offense,” 50% “defense.” Offense: if the S&P 500 is above its 200‑day average (uptrend), it owns tech/S&P (sometimes 2x–3x). If below, it moves to staples, bonds, cash, or even shorts; if very “washed out,” it buys the dip. Defense: adds crash hedges (UVXY/shorts) when markets are “too hot,” parks in T‑bills, and toggles bonds, dollar, and oil. RSI is a 0–100 speedometer of recent moves: <30 = washed out; >80 = too hot.
CheckmarkValue prop
Out-of-sample edge: 34.6% annualized return, Sharpe 1.48, beta 0.86, Calmar 1.60 vs S&P 23.6% return, Sharpe 1.37, beta ~1.0. Strong risk-adjusted upside with built-in hedges—better return and lower market beta than the S&P.

Loading backtest data...

Invest in this strategy
OOS Start Date
Sep 28, 2022
Trading Setting
Threshold 25%
Type
Stocks
Category
Tactical asset allocation, trend-following, regime switching, hedging, leveraged etfs, inverse etfs, volatility hedge, multi-asset
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.

"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, QLDandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Blend: Regime Switching" has returned 34.55%. 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, crypto, and options.