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Symphonies
Risk On/Risk Off Hedgefundie (No K-1)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Runs a Hedgefundie-style 55/45 only when rates are falling and markets are calm; otherwise shifts to Treasuries, USD, gold, or inverse hedges. Crash spikes send it to short-term Treasuries. Rules-based, uses RSI/return checks. No K‑1.
NutHow it works
1) If market panic: when a volatility fund (VIXM) shows a very “hot” 40‑day reading (RSI), go 100% SHY (very short US Treasuries). 2) Else pick the rate regime: if broad bonds (BND) beat T‑Bills (BIL) over 60 days, put ~68% into three of TECL/TQQQ/UPRO/TMF that look least overheated short‑term (by RSI); rest in cash. 3) Else if long Treasuries (TLT) lag T‑Bills over 20 days, go defensive: ~88% into a single hedge (QID = inverse Nasdaq or TBF = inverse long Treasuries, whichever is weaker), plus ~12% in USDU (long US dollar). 4) Else (falling rates): if the S&P 500 hasn’t dropped >5% in the last 10 days, run HFEA (55% UPRO + 45% TMF). If it has, use a safety mix: IEI, GLD, TIP, BSV. No K‑1 funds.
CheckmarkValue prop
Out-of-sample this strategy targets higher upside than the S&P (approximately 30.5% vs 23.4%) via regime-driven risk-on/off bets and crash hedges. Expect larger drawdowns in stressed markets, but stronger growth when regimes cooperate.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.391.250.290.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
363.62%13.71%1.36%5.73%0.83
Risk On/Risk Off Hedgefundie (No K-1)
32,620.38%62.41%0.89%24.9%1.4
Initial Investment
$10,000.00
Final Value
$3,272,038.14
Regulatory Fees
$10,046.64
Total Slippage
$63,524.55
Invest in this strategy
OOS Start Date
Oct 4, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Risk on/off, leveraged etfs, volatility filter, rate regime, crash protection, momentum/rsi, inverse hedges, no k-1
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.

"Risk On/Risk Off Hedgefundie (No K-1)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Risk On/Risk Off Hedgefundie (No K-1)" is currently allocated toUSDUandQID. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Risk On/Risk Off Hedgefundie (No K-1)" has returned 30.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Risk On/Risk Off Hedgefundie (No K-1)" is 55.50%. 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 Hedgefundie (No K-1)", 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.