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

About

A daily tactical S&P 500 plan: in calm uptrends it uses leverage (3x or 2x). As markets get rough or trend weakens, it either pairs a small equity slice with long Treasuries or falls back to plain SPY, guided by a simple cash (T-bill) signal.
NutHow it works
Tickers: SPY=S&P 500; UPRO=3x S&P 500; SSO=2x S&P 500; ZROZ=long-term US Treasury bonds; SHV=T-bills (cash). - If SPY is above its 220-day average: if the last 21 days were calm, hold 100% UPRO; if moderately choppy, 100% SSO; if very rough: if SHV rose last 21 days, hold 25% UPRO + 75% ZROZ, else SPY. - If SPY is below its 220-day average: if SHV rose, hold 25% UPRO + 75% ZROZ, else SPY. Rebalances daily.
CheckmarkValue prop
Dynamic, rules-based strategy blending leverage with bond/cash hedges to diversify risk across regimes. Out-of-sample, it underperforms SPY on return and risk-adjusted metrics, but offers diversification and downside protection when paired with SPY.

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Invest in this strategy
OOS Start Date
Oct 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend following, volatility targeting, tactical asset allocation, s&p 500, leveraged etfs, risk-on/risk-off, long treasuries, us equities
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.

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

"MFEA sim" is currently allocated toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "MFEA sim" has returned 10.10%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "MFEA sim" is 41.63%. 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 "MFEA sim", 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.