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Symphonies
HFEA 94% Deleveraged | Deez | 23JUL2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Tactical mix: 60% stocks guided by SPY’s RSI and momentum, 40% Treasuries. Go to T‑bills when the market runs hot, add a small 3× boost on deep dips, otherwise own the 3 strongest large caps. Bond side buys the most oversold Treasury ETF.
NutHow it works
Split 60% stocks, 40% Treasuries. Uses SPY (S&P 500 ETF) RSI, a 0–100 gauge of recent speed of gains/losses. If SPY RSI >77 (very hot), park the 60% in BIL (T‑bills). If <30 (very cold), take a small slice in the 2 best of TECL/TNA/SPXL (3× bulls). Otherwise, hold the 3 strongest big names (AAPL, MSFT, NVDA, etc.) by RSI. The 40% buys whichever Treasury ETF (TLT/IEF/SHY/IEI/GOVT) has the lowest RSI. Rebalances by drift, not on a schedule.
CheckmarkValue prop
Out-of-sample: ~30.4% annualized return vs ~20.4% for the S&P, higher Sharpe (~1.33 vs ~1.25), lower drawdown (13.0% vs 18.8%), and beta ~0.82. A risk-managed tactical mix of stocks and Treasuries beats the S&P with less downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.690.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
546.02%15.01%1.36%5.73%0.92
HFEA 94% Deleveraged | Deez | 23JUL2023
5,499.84%35.23%-0.26%7.33%1.63
Initial Investment
$10,000.00
Final Value
$559,984.49
Regulatory Fees
$1,588.37
Total Slippage
$10,310.10
Invest in this strategy
OOS Start Date
Jul 23, 2023
Trading Setting
Threshold 3.14%
Type
Stocks
Category
Tactical allocation,momentum,rsi filter,risk-on/risk-off,us stocks,leveraged etfs,us treasuries
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.

"HFEA 94% Deleveraged | Deez | 23JUL2023" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"HFEA 94% Deleveraged | Deez | 23JUL2023" is currently allocated toGOOGL, AMGN, AAPLandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "HFEA 94% Deleveraged | Deez | 23JUL2023" has returned 30.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "HFEA 94% Deleveraged | Deez | 23JUL2023" is 13.00%. 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 94% Deleveraged | Deez | 23JUL2023", 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.