Skip to Content
Symphonies
HEFA 8% Risk on Risk off 5/100 SPY #1
Today’s Change
—

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

About

Daily trend switch: ride strong stock trends with 3x S&P/tech exposure (and a 55/45 stocks‑plus‑Treasuries mix in calm, falling‑rate regimes); when trends weaken or stress rises, move to T‑bills, Treasuries, the dollar, or inverse/volatility hedges.
NutHow it works
Each day it checks the S&P 500’s short‑term vs 100‑day average. If trend is up, it leans into fast‑moving 3x stock funds (SPXL/UPRO; sometimes TECL/SOXL/TQQQ/FAS). If trend or stability worsens, it shifts to T‑bills (BIL), Treasuries (TMF/TMV/TBF), the U.S. dollar (USDU), inverse S&P (SPXS), or volatility (UVXY). Why these? Stocks for growth; bonds/dollar/volatility to cushion drops. RSI = a hot/cold speed gauge; moving averages = trend filters.
CheckmarkValue prop
Out-of-sample, this strategy targets 26.5% annualized return vs SPY’s 22.5%, using regime-switching to ride rallies and hedge with bonds/USD/volatility—aiming higher growth with adaptive risk management (built-in downside controls).

Loading backtest data...

Invest in this strategy
OOS Start Date
Apr 22, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical allocation, risk-on/risk-off, leveraged etfs, volatility hedge
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 ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x ETF
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 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.

"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 toSPXL. 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 24.43%. 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.