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

About

Switches between growth and defense. In good times it rides big tech with TQQQ (3x Nasdaq‑100). When overheated/jumpy it hedges or flips (SQQQ; SOXL/SOXS). If bonds/rates flag risk‑off it shifts to Treasuries (TMF/TLT), T‑bills (BIL), US dollar, defensives, or commodities.
NutHow it works
1) Checks if bonds have been rising; if yes, treats markets as friendlier. 2) If volatility spikes, a fast sleeve rides or fades Nasdaq/semis (TQQQ/SOXL/SOXS or T‑bills+SQQQ) using RSI (0–100 hot/cold), price vs moving average, and drawdowns. 3) If calm, blends low‑vol funds with a small tactical sleeve. 4) If bonds are weak, goes Risk‑Off into Treasuries, US dollar, defensives, or commodities.
CheckmarkValue prop
Dynamic risk-on/risk-off strategy with regime switching: lower out-of-sample drawdown (13.6% vs 18.8%), low beta (~0.11), and solid Calmar (~0.72) and Sharpe (~0.69). Diversify from SPY with reduced downside and upside potential.

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Invest in this strategy
OOS Start Date
Jun 26, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, momentum, mean reversion, volatility filter, trend following, leveraged/inverse etfs, sector rotation
Tickers in this symphonyThis symphony trades 51 assets in total
Ticker
Type
ANGL
VanEck Fallen Angel High Yield Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill 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

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 23.85%. 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.