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

About

A rules-based, risk-on/risk-off take on HFEA that avoids K‑1 ETFs. It sidesteps crashes, reads the interest‑rate backdrop via bonds vs cash, runs a 55/45 leveraged stock/bond core in falling-rate/calm markets, and shifts to USD/hedges or safe bonds/gold in stress.
NutHow it works
1) Crash check: if the fear gauge (VIXM) runs hot (RSI>69; think RSI = short‑term “heat”), go 100% SHY (short‑term Treasuries). 2) Read rates via bonds vs cash: - If BND>BIL: risk‑on—tilt to triple‑speed US stocks/tech and long Treasuries (TECL/TQQQ/UPRO/TMF), preferring those just knocked down (low 10‑day RSI). - Else: if TLT<BIL (rising rates) hold USDU + a hedge (QID or TBF). If TLT≥BIL (falling rates) run HFEA (~55% UPRO, 45% TMF) unless SPY just fell; then use IEI/BSV/TIP/GLD.
CheckmarkValue prop
Out-of-sample annualized return ≈26% vs SPY ≈23%, with crash protection and rate-driven tilts; higher max drawdown ≈55% vs ≈19%, but greater upside and adaptive risk controls not found in the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 4, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, risk-on/risk-off, leveraged etfs, volatility filter, interest-rate regime, crash protection, bond/gold defensives
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 Shares
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 toUPRO, TECLandTQQQ. 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 26.30%. 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.