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Symphonies
Risk Parity Dynamic Leverage
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 55% S&P 500 / 45% long‑term Treasury portfolio built with leveraged ETFs. It runs 3x funds in calm markets and cuts to 2x after a recent 10‑day S&P 500 drop of 5% or more.
NutHow it works
It holds two funds: one magnifies the S&P 500 and one magnifies long‑term U.S. Treasury bonds (55%/45%). Risk‑On: uses 3x versions (UPRO 55%, TMF 45%). Risk‑Off: uses 2x versions (SSO 55%, UBT 45%). Trigger: if the S&P 500 fell ≥5% from a 10‑day high to low, it dials down. Exposure: U.S. large‑cap stocks and long‑term Treasuries.
CheckmarkValue prop
Regime-switching, leveraged stock/bond strategy. Seeks upside in calm markets and defensive shifts in stress. Out-of-sample: 16.2% annualized vs SPY 21.1%; Sharpe 0.61 vs 1.21. Adds diversification with a distinct risk profile.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.061.140.540.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
684.77%13.59%-4.19%-3.74%0.83
Risk Parity Dynamic Leverage
1,915.75%20.41%-13.54%-10.81%0.83
Initial Investment
$10,000.00
Final Value
$201,574.77
Regulatory Fees
$345.22
Total Slippage
$1,966.42
Invest in this strategy
OOS Start Date
Jun 14, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Risk parity, regime switching, leveraged etfs, s&p 500, long-term treasuries
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
UBT
ProShares Ultra 20+ Year Treasury
Stocks
UPRO
ProShares UltraPro S&P 500
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 Parity Dynamic Leverage" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Risk Parity Dynamic Leverage" is currently allocated toTMFandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Risk Parity Dynamic Leverage" has returned 9.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Risk Parity Dynamic Leverage" is 41.82%. 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 Parity Dynamic Leverage", 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.