Skip to Content
Symphonies
Refined HFEA - 8% | https://www.investorcollab.com
Today’s Change
—

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

About

A risk‑managed, tactical take on HFEA: it runs a 55% 3x S&P / 45% 3x long‑Treasury mix only when rates are falling and no fresh plunge; otherwise it rotates to dollar strength, short stock/bond hedges, or select 3x bull funds, with a panic override.
NutHow it works
Decisions, in order: 1) Panic? If a volatility ETF’s 0–100 heat score is high, switch to a fund that rises when the S&P 500 falls. 2) If bonds beat cash lately, buy three 3x bull funds (tech, semis, financials, Nasdaq, S&P) that look least hot. 3) If bonds don’t beat cash and long Treasuries are falling (rates up), hold a strong‑dollar fund plus either short‑Nasdaq or short‑Treasury. 4) Otherwise (rates down), run 55% S&P 500 3x / 45% long‑Treasury 3x—unless the S&P fell ~5%, then use T‑bills ~1 month.
CheckmarkValue prop
Out-of-sample annualized return ~27% vs ~23.7% for the S&P, with macro regime tilts and crash hedges for higher upside. Expect more drawdown and a lower risk-adjusted Sharpe, but potential for outsized gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.591.120.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
355.73%13.22%-1.77%0.2%0.81
Refined HFEA - 8% | https://www.investorcollab.com
156,958.86%82.67%-3.12%-2.53%1.38
Initial Investment
$10,000.00
Final Value
$15,705,886.17
Regulatory Fees
$54,762.59
Total Slippage
$375,829.91
Invest in this strategy
OOS Start Date
Mar 28, 2023
Trading Setting
Threshold 8%
Type
Stocks
Category
Tactical allocation, leveraged etfs, macro regime rotation, volatility filter, trend + mean reversion, crash protection
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 ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x ETF
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 ETF
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 toUSDUandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 27.76%. 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.