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Symphonies
RoRoGoGo: Risk On Risk Off 1.4 (K-1 Free)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A regime‑switching strategy. It reads bonds, volatility, and interest‑rate trends to toggle between defensive hedges and steadier stock/income funds, with occasional tactical (even leveraged) bets in semiconductors, Treasuries, currencies, and commodities.
NutHow it works
1) Check US bonds (BND) over ~11 weeks. If up → Risk ON; else → Risk OFF. 2) Risk ON: if fear (VIX) is spiking, hold safer pieces (short‑term Treasuries, strong USD, commodities, market‑neutral/short stock). If fear is calm, hold steadier stock/income funds plus a small sleeve that flips between bullish/bearish semis and between floating‑rate vs long‑term bonds. 3) Risk OFF: use TLT to tell if rates are rising or falling; then favor currency/hedges (rising) or Treasuries/defensive sectors (falling). Choices use simple “hot/cold” scores of recent moves.
CheckmarkValue prop
Regime-switching, multi-asset strategy designed to protect capital. Out-of-sample drawdown 13.6% vs SPY 18.8%; Calmar ~0.64. Diversified hedges and tactical tilts aim for steadier, risk-managed upside and downside control vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.330.350.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
294.08%13%-2.64%-1.35%0.78
RoRoGoGo: Risk On Risk Off 1.4 (K-1 Free)
5,827.16%43.89%2.38%8.22%2.4
Initial Investment
$10,000.00
Final Value
$592,716.20
Regulatory Fees
$2,525.77
Total Slippage
$14,499.47
Invest in this strategy
OOS Start Date
Jun 25, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, risk-on/risk-off, multi-asset rotation, volatility & rates filters, contrarian tilts, leveraged etfs
Tickers in this symphonyThis symphony trades 47 assets in total
Ticker
Type
ANGL
VanEck Fallen Angel High Yield Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
CWB
State Street SPDR Bloomberg Convertible Securities ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
EWJ
iShares MSCI Japan ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
FLOT
iShares Floating Rate Bond 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.

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

The symphony is currently allocated toYYY, ANGL, SPTL, VWO, SOXS, TLTandVRP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 16.47%. 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.