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Symphonies
Risk Weight Experiment
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based, multi-asset portfolio: buy tech/growth when trends are strong, shift to cash, Treasuries, dollar, gold, defensives, and hedges when markets weaken or overheat. Uses trend, momentum, and RSI signals; includes selective 3x ETFs.
NutHow it works
Daily rules decide if we’re Risk-On (stocks trending up) or Risk-Off (weak or overheated). Signals: price vs 200‑day average (trend), RSI 0–100 gauge (hot/cold), and the Treasury ETF TLT (rates). Risk‑On: lean into growth (TQQQ/UPRO/TECL). Risk‑Off: rotate to cash (BIL/SHV), Treasuries (TLT/TMF), dollar (UUP), gold (GLD), defensives (XLP/XLU/BTAL), and hedges (SQQQ/UVXY/TMV). Also selects commodity and big‑stock winners by recent returns.
CheckmarkValue prop
Out-of-sample edge: Sharpe 2.17 vs SPY 1.05; drawdown 4.0% vs 18.8%; Calmar ~2.89. Lower, steadier risk with upside potential from regime-switching, hedges, and diversified assets that protect capital while seeking growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.160.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
229.64%14.9%1.36%5.73%0.83
Risk Weight Experiment
263.5%16.22%1.03%4.32%3.1
Initial Investment
$10,000.00
Final Value
$36,350.10
Regulatory Fees
$74.41
Total Slippage
$299.84
Invest in this strategy
OOS Start Date
Aug 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend-following, momentum, regime-switching, hedged, leveraged etfs, volatility-aware
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.

"Risk Weight Experiment" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Risk Weight Experiment" is currently allocated toUPRO, TYD, IEF, XLV, TMF, GLTR, QQQ, UUP, SHY, SPY, BTAL, TQQQ, SH, EMB, XLU, GLD, TMV, SCHD, DBB, XLY, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Risk Weight Experiment" has returned 11.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Risk Weight Experiment" is 4.01%. 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 Weight Experiment", 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.