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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

A 60/40 tactical mix that reads the S&P 500’s “heat.” If too hot, it hides in T‑Bills; if very cold, it buys the 2 strongest 3× bull ETFs; otherwise it holds 3 momentum leaders among big U.S. stocks. Bonds rotate to the most oversold Treasury ETF.
NutHow it works
60% stocks, 40% Treasuries. Stocks: Use an S&P 500 “heat” gauge (RSI, 0–100). If very hot (RSI>77), park in cash‑like T‑Bills (BIL). If very cold (RSI<30), buy the 2 strongest 3× bull ETFs: SPXL (S&P 500), TECL (tech), TNA (small‑caps). Otherwise, hold the 3 strongest big U.S. stocks (Apple, Microsoft, Amazon, Google, Meta, Nvidia, Tesla, etc.). Bonds: Own the single Treasury ETF (TLT/IEF/IEI/SHY/GOVT) with the lowest RSI.
CheckmarkValue prop
Out-of-sample edge: higher returns with less risk vs the S&P 500. 28.7% vs 20.1% annualized; Sharpe ~1.28; Calmar ~2.21; max drawdown 13% vs 18.8%; beta ~0.83. More upside, smoother ride.

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Invest in this strategy
OOS Start Date
Jul 23, 2023
Trading Setting
Threshold 3.14%
Type
Stocks
Category
Tactical allocation, momentum, mean reversion, risk-on/off, us equities, treasuries, leveraged etfs
Tickers in this symphonyThis symphony trades 30 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CSCO
Cisco Systems, Inc. Common Stock (DE)
Stocks
GD
General Dynamics Corporation
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
GOVT
iShares U.S. Treasury Bond 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.

"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 toAMGN, RTX, NOCandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "HFEA 94% Deleveraged | Deez | 23JUL2023" has returned 25.32%. 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, and options.