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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

Rules-based risk-on/risk-off plan: runs a toned-down HFEA (2x S&P + 3x long Treasuries) when rates fall; otherwise rotates among leveraged funds or hedges with USD/short ETFs; crash signals park it in T-Bills/SHY. Avoids K-1 funds.
NutHow it works
It first checks for panic: if the market’s fear gauge (VIX) has been rising fast for ~2 months, it hides in short-term Treasuries (SHY). If not, it asks “Are bonds beating cash?” - Yes: take risk and rotate into a few 2x stock/tech funds and long Treasuries, buying recent dips. - Bonds weak (rates rising): hold US dollar (USDU) plus either a short-stocks or short-long-bond hedge. - Rates falling: run ~70% 2x S&P (SSO) and ~30% 3x long Treasuries (TMF), unless there’s a fresh plunge, then sit in T-Bills (BIL).
CheckmarkValue prop
Out-of-sample annualized return ~23.64% vs S&P 22.26%, with a rules-based rate-regime approach that captures upside while shifting to cash/hedges during volatility spikes. Higher long-run upside, but drawdowns can be larger (~42%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.90.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
355.73%13.22%-1.77%0.2%0.81
OG 2x edition of v1.1 of Risk On/Risk Off Hedgefundie (No K-1)
11,392.22%47.46%-0.7%-0.46%1.45
Initial Investment
$10,000.00
Final Value
$1,149,221.88
Regulatory Fees
$6,249.88
Total Slippage
$37,302.04
Invest in this strategy
OOS Start Date
Oct 23, 2022
Trading Setting
Threshold 15%
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, leveraged etfs, volatility filter, rates regime, mean reversion, 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
DDM
ProShares Ultra Dow30
Stocks
QLD
ProShares Ultra QQQ
Stocks
ROM
ProShares Ultra Technology
Stocks
SDS
ProShares UltraShort S&P500
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TBF
ProShares Short 20+ Year Treasury 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 toUSDUandTBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.67%. 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, and options.