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Symphonies
Risk On or Risk Off Leveraged S&P 500 / NASDAQ | 59.7% AR | 28.3% DD | 2011-22 | HinnomTX mod
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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: when bonds look healthy, it leans into leveraged stock funds; when they don’t, it shifts to USD, Treasuries, gold, defensive stocks, or inverse hedges. Rebalanced quarterly; trades only a few times a year.
NutHow it works
Each quarter it asks: are bonds (BND) beating T‑bills (BIL) over ~60 days? If yes (risk‑ON), own three of {TECL=3x tech, TQQQ=3x Nasdaq‑100, UPRO=3x S&P 500, TMF=3x long Treasuries}, dropping the one that looks hottest by a short‑term “heat meter” (RSI). If no (risk‑OFF): if long Treasuries (TLT) trail T‑bills (rates rising), hold UUP (strong USD) and mostly one hedge: QID (inverse Nasdaq) or TBF (short long Treasuries). Otherwise (rates falling), hold UGL (2x gold), TMF, BTAL (low‑vol vs high‑vol), XLP. Trades few times/yr.
CheckmarkValue prop
Out-of-sample edge: ~37.38% annualized return vs SPY ~23.42%, positive alpha, and a disciplined risk-on/risk-off framework with quarterly rebalancing—larger drawdowns, but higher upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.390.670.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
650.67%15.25%1.36%5.73%0.92
Risk On or Risk Off Leveraged S&P 500 / NASDAQ | 59.7% AR | 28.3% DD | 2011-22 | HinnomTX mod
42,575.52%53.18%-0.62%7.97%1.35
Initial Investment
$10,000.00
Final Value
$4,267,551.53
Regulatory Fees
$1,059.23
Total Slippage
$6,688.53
Invest in this strategy
OOS Start Date
Oct 2, 2022
Trading Setting
Quarterly
Type
Stocks
Category
Tactical asset allocation, risk-on/risk-off, trend following, leveraged etfs, equities, treasuries, gold, usd, defensive, inverse hedges, quarterly rebalance
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 toUPRO, TMFandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 37.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.81%. 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.