Skip to Content
Symphonies
Sandy's Modified Risk On/Risk Off Hedgefundie
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A gentler, rules-based HFEA. It adds crash protection, checks if bonds and rates favor risk-taking, and only turns on leveraged UPRO/TMF when rates fall and stocks are stable. Otherwise it shifts to safer bonds, gold, the US dollar, or inverse hedges.
NutHow it works
It runs four similar sleeves that watch for panic and interest‑rate trends. 1) If fear spikes, it hides in short‑term Treasuries (SHY). 2) If not, it asks: are bonds beating T‑bills? If yes, it takes more stock/bond risk when day‑to‑day swings are calm, and dials down when they aren’t. 3) If bonds aren’t beating T‑bills, it splits: rising rates → stronger US dollar and some hedges; falling rates → a refined HFEA (UPRO/TMF) only if stocks aren’t sliding.
CheckmarkValue prop
An adaptive, rules-based strategy with crash protection and rate-driven hedges. Out-of-sample: about 20.36% annualized vs SPY ~22.83%; designed for disciplined risk control and diversified ballast in stressed, regime-shifting markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.350.680.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
365.47%13.46%-0.15%0.4%0.82
Sandy's Modified Risk On/Risk Off Hedgefundie
12,866.64%49.1%-1.93%-5.36%1.49
Initial Investment
$10,000.00
Final Value
$1,296,663.99
Regulatory Fees
$4,220.93
Total Slippage
$26,296.89
Invest in this strategy
OOS Start Date
May 17, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Risk-on/risk-off,tactical allocation,leveraged etfs,volatility targeting,rate regime,crash protection
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 toUPRO, TMF, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.57%. 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.