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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 lower‑risk, switchable version of the 55/45 leveraged stocks‑and‑bonds approach. It hides in safe assets during crashes or rising‑rate stress, and only unleashes the leveraged mix when rates are falling and markets are calm. Avoids K‑1 tax forms.
NutHow it works
Rules: 1) If the VIX “fear gauge” is overheated, park in short‑term Treasuries (SHY). 2) Else if bonds beat cash over ~60 days, put ~68% into 3 funds (tech, Nasdaq, S&P 500, long Treasuries) that look least hot lately; keep ~32% cash. 3) Else if long Treasuries trail cash over ~20 days, hold a stronger U.S. dollar plus one hedge that benefits if either big tech or long Treasuries fall (pick the more beaten‑down). 4) Otherwise (falling‑rate backdrop): if markets are calm, run ~55% S&P 500 (leveraged)/45% long Treasuries; if not, hold mid/short Treasuries, TIPS, and gold.
CheckmarkValue prop
Out-of-sample: 27.6% annualized return vs 22.4% for the S&P, with crash protection and rate-aware leverage. Captures higher upside in calm markets while adapting risk, though extreme drawdowns can occur in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.441.110.210.45
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) v1.1
41,593.01%65.74%0.79%24.78%1.4
Initial Investment
$10,000.00
Final Value
$4,169,301.11
Regulatory Fees
$12,671.36
Total Slippage
$81,519.93
Invest in this strategy
OOS Start Date
Oct 5, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical, risk-on/risk-off, leveraged etfs, rates-aware, crash protection
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.

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

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

Year-to-date, the symphony has returned 27.62%. 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, crypto, and options.