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Symphonies
HFEA Diverse | Deez | 12JUN2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 60/40 mix of leveraged U.S. stock funds and Treasury bond funds. Within each group it favors the options that have been calmer lately. Seeks high growth with a Treasury cushion, but expect big ups and downs—especially from the 3x stock funds.
NutHow it works
Split the portfolio: 60% in 3 leveraged stock funds—TQQQ (3x Nasdaq‑100, big tech), SOXL (3x semiconductors), SPXL (3x S&P 500); 40% in Treasury bond funds—IEF (7‑10y), IEI (3‑7y), UTWO (2y), TLT (20y+). Inside each sleeve, it gives more to the choices that have been calmer recently (stocks use ~69 days; bonds ~42 days), less to the jumpier ones. No fixed rebalance schedule is set here.
CheckmarkValue prop
Out-of-sample: ~35.6% annualized return vs SPY ~20.2%, with Calmar ~0.92 and Sharpe ~1.04. Growth tilt via leveraged stocks plus Treasuries offers upside and diversification, but with higher drawdowns (~39% vs ~19%). Suitable for risk-tolerant growth investors.

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Invest in this strategy
OOS Start Date
Jul 20, 2023
Trading Setting
Threshold 1.62%
Type
Stocks
Category
Leveraged stocks, u.s. treasuries, inverse volatility weighting, tactical allocation, hfea-style
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UTWO
US Treasury 2 Year Note 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 Diverse | Deez | 12JUN2023" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"HFEA Diverse | Deez | 12JUN2023" is currently allocated toIEF, IEI, TLT, SOXL, SPXL, TQQQandUTWO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "HFEA Diverse | Deez | 12JUN2023" has returned 29.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "HFEA Diverse | Deez | 12JUN2023" is 38.73%. 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 Diverse | Deez | 12JUN2023", 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.