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Symphonies
HEFA 8% Risk on Risk off 5/100 SPY #1
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based “risk on/risk off” system. When the S&P 500 trend is healthy, it uses leveraged stock exposure (often paired with long Treasuries). When trends weaken or stress rises, it shifts to cash‑like T‑Bills, USD, inverse equity, or long/short Treasuries.
NutHow it works
It checks if the S&P 500’s recent price is above or below its longer‑term average. If strong, it leans into leveraged stock funds or a 55/45 mix of 3x stocks/3x long Treasuries; if risk rises, it moves to cash‑like T‑Bills. If weak, it rotates quickly among bullish/bearish stocks or long/short Treasuries using “overheated/oversold” and volatility cues.
CheckmarkValue prop
Out-of-sample edge: ~34% annualized return vs 23% for SPY, with a disciplined risk-on/risk-off framework and hedges. Higher upside when trends cooperate, but expect larger drawdowns in downturns—fit for high risk tolerance.

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Invest in this strategy
OOS Start Date
Apr 22, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, risk-on/risk-off, leveraged etfs, tactical asset allocation, s&p 500, rates/treasuries, momentum, volatility-aware, hedged
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"HEFA 8% Risk on Risk off 5/100 SPY #1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"HEFA 8% Risk on Risk off 5/100 SPY #1" is currently allocated toUSDUandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "HEFA 8% Risk on Risk off 5/100 SPY #1" has returned 34.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "HEFA 8% Risk on Risk off 5/100 SPY #1" is 65.33%. 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 "HEFA 8% Risk on Risk off 5/100 SPY #1", 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, crypto, and options.