Skip to Content
Symphonies
HFEA Diverse | Deez | 12JUN2023
Today’s Change
—

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

About

A rules‑based 60/40 mix: 60% in 3x U.S. stock ETFs (S&P 500, Nasdaq tech, semis) and 40% in U.S. Treasury bond ETFs. It shifts toward the calmer funds based on recent volatility and rebalances only when allocations drift about 1.6%.
NutHow it works
- 60% goes to 3x stock funds: SPXL = S&P 500, TQQQ = Nasdaq‑100 (big tech), SOXL = Semiconductors. - 40% goes to U.S. Treasury bond funds: UTWO = 2‑yr, IEI = 3–7 yr, IEF = 7–10 yr, TLT = 20+ yr. - It checks each fund’s recent “bumpiness” (last ~2–3 months) and puts more into the calmer ones. No set rebalance date—only adjusts when weights drift ~1.6%.
CheckmarkValue prop
Out-of-sample, this strategy targets ~35.6% annualized return vs SPY ~20.2%, with higher upside from 60/40 inverse-vol weighting. Expect larger drawdowns (~38.7% vs ~18.8%), so best for growth-focused investors who can tolerate risk.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jul 20, 2023
Trading Setting
Threshold 1.62%
Type
Stocks
Category
Leveraged u.s. stocks, u.s. treasuries, inverse‑volatility weighting, volatility targeting, hfea‑style, tech tilt
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 Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
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 31.83%. 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.