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Symphonies
OG 2x edition of 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” plan. It runs a lighter HFEA (70% SSO, 30% TMF) when rates are falling and fear is low, but shifts to cash, the U.S. dollar, or hedges when fear spikes or rates rise. Avoids K‑1 funds; mainly uses 2x ETFs.
NutHow it works
1) If market fear stays very high, hide in short-term Treasuries (SHY). 2) Else, if bonds are beating cash, take a “risk-on” basket of leveraged U.S. stock funds that look recently sold off. 3) Else, if long bonds are weaker than cash (rising rates), hold the U.S. dollar (USDU) plus one hedge (short stocks or short bonds). 4) Else (falling rates), run a lighter HFEA: 70% 2x S&P 500 (SSO) + 30% 3x long Treasuries (TMF) unless the market just fell hard; then park in T‑bills (BIL) for a few weeks.
CheckmarkValue prop
Out-of-sample, this regime-switching risk-on/risk-off strategy targets higher upside (~26% annualized vs SPY ~23%), with volatility hedges and USD/cash refuges to protect on spikes and rising rates—seeking stronger long-run growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.320.90.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
363.62%13.71%1.36%5.73%0.83
OG 2x edition of v1.1 of Risk On/Risk Off Hedgefundie (No K-1)
11,847.2%49.27%2.56%31.55%1.49
Initial Investment
$10,000.00
Final Value
$1,194,719.80
Regulatory Fees
$5,534.50
Total Slippage
$32,775.88
Invest in this strategy
OOS Start Date
Oct 23, 2022
Trading Setting
Threshold 15%
Type
Stocks
Category
Risk-on/risk-off, leveraged etfs, tactical asset allocation, volatility filter, rates regime, defensive hedging
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 toUSDUandSDS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.19%. 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.