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Symphonies
Risk On/Risk Off Hedgefundie (No K-1) v1.1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A K‑1‑free, rules-based spin on HFEA. It goes risk‑on with leveraged stocks/bonds when rates are friendly, and flips to cash-like Treasuries, USD, gold, or inverse hedges when fear spikes, rates rise, or after sharp drops.
NutHow it works
Panic check: if a “fear index” ETF (VIXM) is jumping (high RSI = fast rise), park in short‑term Treasuries (SHY). If not, rates test: if broad bonds (BND) beat cash, go risk‑on and put ~2/3 in leveraged tech/Nasdaq/S&P/long‑bond funds that look coolest short‑term (low RSI). If long bonds lag cash (rising rates), hold US dollar (USDU) + one hedge (SQQQ or TBF). If rates are falling and no sharp 10‑day drop, run 55% UPRO/45% TMF; else hold IEI, TIP, BSV, GLD.
CheckmarkValue prop
Out-of-sample edge: ~22.7% annualized return vs 22.0% for the S&P, with built-in risk-off hedges (treasuries, USD, gold, inverse hedges) and selective leverage in favorable markets. K‑1‑free, rules-based, diversified, aims for steadier compounding.

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Invest in this strategy
OOS Start Date
Oct 5, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Rules-based, risk-on/risk-off, leveraged equities, treasuries, gold, usd, hedging, crash-protection, no k-1, tactical allocation
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
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.28%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 57.14%. 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, and options.