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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 “risk‑on/risk‑off” system. It rides strong uptrends with leveraged tech/growth funds and, when markets overheat or weaken, quickly rotates to hedges, cash, gold/dollar, or Treasury trades. High risk; fast‑moving.
NutHow it works
Daily “stoplight” rules. It checks simple trend lines (price vs its recent average) and a heat meter called RSI (0–100; high=too hot, low=washed‑out). In risk‑on, it leans into growth using 3x funds (TQQQ/UPRO/TECL/SOXL). If overheated or falling, it pivots to hedges/safety: UVXY (volatility), BTAL (market‑neutral), UUP (US dollar), GLD (gold), T‑bills, or rate trades (TMF when rates fall, TMV when they rise). It also ranks assets to own recent leaders.
CheckmarkValue prop
Out-of-sample Sharpe 2.23 vs 1.06; drawdown ~4% vs ~19% for SPY; Calmar ~2.89. A dynamic risk-on/off strategy that rides uptrends and hedges when overheated, delivering stronger risk-adjusted growth and far lower drawdowns than the S&P 500.

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Invest in this strategy
OOS Start Date
Aug 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend/momentum, risk-on/off, leveraged etfs, hedged, daily rebalance, tech tilt, bonds/commodities, vol hedge, high risk
Tickers in this symphonyThis symphony trades 96 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
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 Weight Experiment" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Risk Weight Experiment" is currently allocated toIEF, XLV, TMF, UUP, DBC, SHY, SPY, BTAL, TBT, TQQQ, QLD, SSO, XLU, GLD, TLT, PDBC, TMV, SCHD, BIL, SQQQ, TYOandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Risk Weight Experiment" has returned 9.82%. 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, and options.