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Symphonies
Risk on Risk off signal testing flux
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All‑in switch between SPY (stocks) and SHY (short‑term Treasuries) using a 30‑day momentum check: if SHYG (junk bonds) is stronger than TTT (inverse long‑Treasuries), hold SPY; otherwise hold SHY. Trades only when the signal changes.
NutHow it works
It flips between stocks and safety. It checks 30‑day RSI (a 0–100 score of recent strength: higher = stronger) for two “signal” funds: TTT (moves up when long‑term Treasury prices fall) and SHYG (short‑term high‑yield bonds). If SHYG’s score is higher than TTT’s, it buys SPY (S&P 500 stocks). Otherwise it holds SHY (1–3 yr US Treasuries). No set rebalance; it trades only when the signal flips.
CheckmarkValue prop
Out-of-sample edge: 23.6% annualized return vs 21.4% for the S&P, Sharpe ~1.96 vs 1.34, and max drawdown ~12.8% vs 18.8%. Momentum risk-on/off with flips-only trading - lower whipsaws, stronger risk-adjusted growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.090.50.50.71
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
367.28%13.44%-0.15%0.4%0.82
Risk on Risk off signal testing flux
553.36%16.59%-0.15%0.4%1.32
Initial Investment
$10,000.00
Final Value
$65,336.38
Regulatory Fees
$120.47
Total Slippage
$819.40
Invest in this strategy
OOS Start Date
Jun 29, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, momentum (rsi), risk-on/risk-off, us equities vs treasuries, credit/interest-rate signal
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TTT
ProShares UltraPro Short 20+ Year Treasury
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 on Risk off signal testing flux" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Risk on Risk off signal testing flux" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Risk on Risk off signal testing flux" has returned 21.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Risk on Risk off signal testing flux" is 12.75%. 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 on Risk off signal testing flux", 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.