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Symphonies
Sandy's Modified Risk On/Risk Off Hedgefundie
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A calmer, rules‑based HFEA: it turns the turbo stock/bond mix on only when fear is low and rates are falling. In panics it hides in short Treasuries; in rising‑rate stress it favors the U.S. dollar and selective hedges. Four staggered triggers reduce whipsaws.
NutHow it works
It watches fear (the VIX) and interest‑rate trends. - Panic: shift to short‑term Treasuries (cash‑like). - Calm + falling rates: run a turbo mix of U.S. stocks + long Treasuries (the HFEA engine). - Choppy: step down to milder stock/bond funds or a safety basket (short/mid Treasuries, gold, inflation‑linked bonds). - Rising rates: hold U.S. dollar funds and sometimes hedges that profit if tech stocks or long bonds fall. Four staggered triggers smooth timing.
CheckmarkValue prop
Out-of-sample annualized return ~20% with Calmar ~0.61; four-sleeve, risk-managed approach that hedges rising-rate risk and seeks upside in falling-rate regimes, delivering steadier risk-adjusted exposure than the S&P.

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Invest in this strategy
OOS Start Date
May 17, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical asset allocation, risk-on/risk-off, leveraged etfs, trend-following, volatility targeting, crash protection, rates regime, multi-sleeve timing
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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 toUSDUandUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 33.48%. 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.