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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 strategy that shifts between leveraged US stock ETFs and defensive hedges (Treasuries, cash, dollar, inverse/volatility) using S&P 500 trend lines, “hot/cold” momentum gauges, volatility, and bond trends to decide when to press or protect.
NutHow it works
Each day it checks simple “trend lines” on the S&P 500. If short‑term is weak, it uses a cautious playbook: in a long‑term uptrend it holds turbo S&P; if overheated it flips to a volatility hedge; if trends are poor it picks bond/stock hedges by recent swings. If short‑term is strong, it runs an HFEA core: in calm, 55% 3x S&P + 45% 3x long Treasuries; if fear (VIX) spikes, go 3x bear; if bonds lead, rotate among 3x tech/semis/fin/Nasdaq/S&P; if rates rise, tilt to cash/US dollar/shorts.
CheckmarkValue prop
Out-of-sample edge: 26.5% annualized return vs SPY’s 22.5%, thanks to dynamic hedging that targets bigger upside in uptrends while protecting in turmoil. Note: higher drawdowns can occur in severe markets; oos Sharpe trails SPY.

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Invest in this strategy
OOS Start Date
Apr 22, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, risk-on/risk-off, leveraged etfs, momentum, volatility filter, us equities, treasuries, inverse etfs
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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.

"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 toSOXL, TECLandFAS. 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 28.75%. 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, and options.