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Symphonies
Sandy's Vol Trigger based HFEA
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based “volatility trigger” strategy: use 3× stock and bond ETFs when markets are calm; otherwise hold unlevered stock ETFs plus the two strongest of bonds, gold, commodities, dollar, or T‑bills. Equal-weighted throughout.
NutHow it works
Assets: SPY=S&P 500, QQQ=Nasdaq‑100, TLT=long US Treasuries, GLD=gold, DBC=commodities, UUP=US dollar, SHV=T‑bills. Leveraged: TQQQ≈3×QQQ, UPRO≈3×SPY, TMF≈3×TLT. If SPY’s recent swings are low (calm): - If TLT also calm: split equally into TQQQ, UPRO, TMF (turbo risk‑on). - Else: hold QQQ, SPY, plus the top 2 (last ~4 months) from {SPY, TLT, GLD, DBC, UUP, SHV}. If SPY isn’t calm: hold SPY plus those top 2. Equal‑weighted.
CheckmarkValue prop
Out-of-sample annualized return ~31.4% vs SPY ~22.3%, with Calmar ~1.20, signaling solid risk-adjusted upside. A regime-switching approach leverages in calm markets and shifts to defensives in volatility—aiming for higher growth than the S&P 500.

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Invest in this strategy
OOS Start Date
Jun 1, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Volatility trigger, leveraged etfs, risk-on/risk-off, momentum rotation, multi-asset, us equities, treasuries, gold, commodities, dollar, cash
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UUP
Invesco DB US Dollar Index Bullish 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.

"Sandy's Vol Trigger based HFEA" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sandy's Vol Trigger based HFEA" is currently allocated toUPRO, TMFandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sandy's Vol Trigger based HFEA" has returned 31.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sandy's Vol Trigger based HFEA" is 26.12%. 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 "Sandy's Vol Trigger based HFEA", 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.