Skip to Content
Symphonies
Risk On/Risk Off Hedgefundie (No K-1)
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, no‑K‑1, risk‑on/risk‑off take on HFEA: filters out crashes via a fear spike, uses rate trends to toggle between leveraged stocks/bonds in good times and USD/hedges in bad times, and falls back to Treasuries or a safe mix when needed.
NutHow it works
• If the fear index (VIX) spikes, move 100% to short‑term Treasuries (SHY). • Else read rates: – If broad bonds beat T‑bills, put ~68% into three 3x funds (tech/Nasdaq/S&P or long Treasuries) that look most oversold (a short‑term weakness score); keep ~32% cash. – If long Treasuries lag T‑bills, go defensive: mainly long U.S. dollar plus one short ETF (stocks or bonds). – Otherwise (rates falling), use HFEA: ~55% 3x S&P 500 (UPRO) + ~45% 3x long Treasuries (TMF); if a sharp drop hits, shift to safer bonds and gold.
CheckmarkValue prop
Outperforms the S&P 500 in out-of-sample history: ~26% annualized vs ~23%. Dynamic rate-driven risk-on/off with crash protection, cash buffer, no K-1, tax-friendly 1099. Higher upside, but be mindful of larger drawdowns in crises.

Loading backtest data...

Invest in this strategy
OOS Start Date
Oct 4, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, leveraged etfs, risk-on/risk-off, volatility & momentum, rate-regime switching, crash protection, no k‑1
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TECL
Direxion Daily Technology Bull 3x 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 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 25.62%. 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, and options.