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Symphonies
Refined HFEA - 8% | https://www.investorcollab.com
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rate‑aware, crash‑gated take on HFEA. It hedges crashes, buys dips in 3× equity ETFs when conditions are benign, defends with USD + inverse assets when rates rise, and runs 55% UPRO/45% TMF only when rates fall and stocks aren’t plunging.
NutHow it works
- Crash check: if VIXM’s 40‑day RSI (a 0–100 heat score) >69, hold SPXS (3× short S&P). - Else if BND 60‑day return > BIL: buy the 3 lowest‑RSI of TECL/SOXL/FAS/TQQQ/UPRO (3× bull tech/semis/fin/Nasdaq/S&P); leave the rest in BIL. - Else if TLT’s 20‑day trend <0 (rates rising): split USDU (long USD) and the weaker of SQQQ (3× short Nasdaq) or TBF (short Treasuries). - Else (rates falling): if SPY’s 10‑day drawdown <5% run 55% UPRO + 45% TMF; else BIL.
CheckmarkValue prop
Out-of-sample annualized return ~27% vs S&P ~23.7%, with a rate-aware, crash-hedged, regime-switching design that aims to capture upside in favorable regimes while defending in volatility, though drawdowns can be large in stress periods.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.61.120.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
365.47%13.46%-0.15%0.4%0.82
Refined HFEA - 8% | https://www.investorcollab.com
162,488.81%83.51%0.46%-4.47%1.39
Initial Investment
$10,000.00
Final Value
$16,258,880.83
Regulatory Fees
$54,161.81
Total Slippage
$371,627.78
Invest in this strategy
OOS Start Date
Mar 28, 2023
Trading Setting
Threshold 8%
Type
Stocks
Category
Tactical regime-switching, rate-aware, leveraged etfs, crash hedge, mean reversion, risk-managed
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSOXL, TECLandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.25%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 65.06%. 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 the symphony, 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.