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Symphonies
HFEA 3.0
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, rules-based blend of 3x US stocks and long-term Treasuries that shifts with trends and buys sharp tech sell-offs; can hedge by shorting stocks or bonds in severe downtrends. Backtested since 2010.
NutHow it works
It’s a rules-based mix of 3x US stocks and long-term Treasuries that shifts with trends and buys sharp tech sell-offs. Trend = price vs moving averages (e.g., 200-day). RSI is a 0–100 “how oversold” gauge; <30 = washed out. Core is ~55/45 UPRO (3x S&P 500) and TMF/TLT (Treasuries; TMF=3x). If bonds’ long trend is strong, it tilts 55/45 toward the recent 60‑day winner. If stocks fall, it buys tech dips with TECL (3x tech) or hedges with SPXU; if bonds are weak, it may short them via TMV.
CheckmarkValue prop
Out-of-sample upside: ~27.5% annualized vs SPY’s 22.3%, with dynamic hedges and tech-dip plays aimed at higher long-run gains. Expect higher drawdowns, but Calmar near 1.0 indicates solid risk-adjusted upside versus the S&P 500.

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Invest in this strategy
OOS Start Date
Mar 31, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend following, momentum, rsi dip-buying, stocks and treasuries, long/short hedging
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
UPRO
ProShares UltraPro S&P 500
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.

"HFEA 3.0" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"HFEA 3.0" is currently allocated toTLTandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "HFEA 3.0" has returned 25.41%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "HFEA 3.0" is 27.36%. 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 "HFEA 3.0", 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.