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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 rules‑driven risk‑on/risk‑off ETF strategy. It reads bond, volatility, and rate trends to switch between steady defensive mixes and tactical plays (Treasuries, dollar, commodities, hedges). Mostly low‑vol in calm periods; more defensive when stress rises.
NutHow it works
It’s a “state machine.” First, it checks recent bond performance to decide if the market is friendly (Risk ON) or stressed (Risk OFF). Then it checks volatility and interest-rate trends to pick baskets. In calm times it prefers steadier, lower‑volatility funds with a small tactical sleeve; in stress it shifts to Treasuries, the US dollar, commodities, and hedges, sometimes using leveraged or inverse ETFs. It avoids K‑1 funds.
CheckmarkValue prop
RoRoGoGo: a rules-based risk-on/off ETF strategy that rotates by bond, volatility and rate signals. It aims for smaller drawdowns (13.6% vs SPY's 18.8%), plus positive out-of-sample alpha and strong risk-adjusted returns, all K-1 free.

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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, etf rotation, volatility-based, rate-sensitive, momentum and mean-reversion
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 ETF
Stocks
EWJ
iShares MSCI Japan ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FAZ
Direxion Daily Financial Bear 3x ETF
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 22.61%. 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.