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

About

A volatility-triggered, HFEA-style plan: use 3x funds (TQQQ/UPRO/TMF) when both stocks and bonds are calm; otherwise drop leverage and hold SPY/QQQ plus the 2 strongest over ~6 months among bonds (TLT), gold (GLD), commodities (DBC), dollar (UUP), or cash (SHV).
NutHow it works
It checks how “bumpy” returns have been lately (past 21 trading days). If stocks (SPY) are calm (<1.25%) and bonds (TLT) are calm (<0.85%), split money 1/3 each into 3x Nasdaq (TQQQ), 3x S&P 500 (UPRO), and 3x long Treasuries (TMF). If stocks are calm but bonds aren’t, hold QQQ, SPY, plus the 2 best 6‑month performers from SPY/TLT/GLD/DBC/UUP/SHV, equally. If stocks are jumpy, hold SPY plus those top 2, equally.
CheckmarkValue prop
Out-of-sample edge: 28.4% annualized return vs 22.5% SPY, smaller drawdown (15.1% vs 18.8%), and Calmar ~1.88 vs ~1.20. Higher upside with controlled risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.880.520.72
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
744.59%14.24%-0.15%0.4%0.86
Sandy's Vol Trigger based HFEA
3,929.45%25.94%2.87%-3.07%1.21
Initial Investment
$10,000.00
Final Value
$402,945.26
Regulatory Fees
$873.09
Total Slippage
$5,083.16
Invest in this strategy
OOS Start Date
Jun 1, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Volatility-regime, leveraged etfs, tactical allocation, momentum rotation, multi-asset, risk management
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 Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 25.42%. 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 15.14%. 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.