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Symphonies
Risk Off Tickers
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An equal‑weight, risk‑off basket of Treasuries (short, 7–10yr, 20+yr), total bonds, gold, broad commodities, and consumer‑staples stocks. Rebalanced monthly; SHV serves as the cash‑like ballast.
NutHow it works
This is a defensive mix. It splits money roughly evenly across: SHV (short‑term U.S. Treasuries; cash‑like anchor), IEF (7–10yr Treasuries), TLT (20+yr Treasuries), BND (total U.S. bonds), GLD (gold), DBC (broad commodities), and XLP (consumer‑staples stocks). Each month it rebalances to equal weights; any leftover sits in SHV.
CheckmarkValue prop
Out-of-sample Sharpe 1.92 vs SPY 1.30; max drawdown ~4% vs ~19%; Calmar ~3.03. An equal-weight, risk-off mix (treasuries, gold, commodities, staples) delivers tighter downside protection and superior risk-adjusted returns vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.090.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
597.65%10.77%6.16%5.09%0.62
Risk Off Tickers
162.11%5.2%-0.77%4.14%0.86
Initial Investment
$10,000.00
Final Value
$26,210.88
Regulatory Fees
$4.70
Total Slippage
$10.66
Invest in this strategy
OOS Start Date
Dec 16, 2023
Trading Setting
Monthly
Type
Stocks
Category
Risk-off, defensive, asset allocation, bonds, treasuries, gold, commodities, consumer staples, equal-weight, monthly rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

"Risk Off Tickers" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Risk Off Tickers" is currently allocated toBND, DBC, GLD, IEF, SHV, TLTandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Risk Off Tickers" has returned 11.20%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Risk Off Tickers" is 3.84%. 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 "Risk Off Tickers", 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.