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

About

A daily, rules-based S&P 500 strategy: lever up in calm markets (UPRO, SSO), step down as swings rise, and add a big long‑Treasury hedge (ZROZ) only when short‑term bond trends (SHV) are positive; otherwise default to SPY.
NutHow it works
Each day it checks the S&P 500 (SPY). If price is above its 220‑day average: it looks at 21‑day volatility. Calm: use UPRO (~3× S&P). Moderate: SSO (~2×). Wild: if SHV (T‑bills) rose in the last month, hold 25% UPRO + 75% ZROZ (long Treasuries); else hold SPY. If SPY is below its 220‑day average: if SHV rose, use 25% UPRO + 75% ZROZ; else SPY.
CheckmarkValue prop
Dynamic, regime-aware strategy with an out-of-sample design: dialed leverage in calm markets and long-Treasury hedges in shifts, built to diversify SPY and smooth risk across changing regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.021.770.650.81
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
770.24%14.2%0.54%-0.34%0.86
MFEA sim
2,903.41%23.22%0.6%-4.24%0.75
Initial Investment
$10,000.00
Final Value
$300,340.82
Regulatory Fees
$332.00
Total Slippage
$2,016.55
Invest in this strategy
OOS Start Date
Oct 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, volatility targeting, tactical allocation, leveraged etfs, equity–treasury barbell, s&p 500 focused
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
ZROZ
PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund
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.

"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 5.12%. 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, and options.