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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 rules-based, volatility-triggered take on HFEA: use 3x QQQ/SPY/Treasuries when both stocks and long bonds are calm; otherwise step down to unlevered SPY/QQQ and rotate into the 2 best diversifiers (bonds, gold, commodities, dollar, or T‑bills).
NutHow it works
Checks how bumpy markets have been lately. • If both stocks (SPY) and long Treasuries (TLT) are calm: split equally into TQQQ, UPRO, TMF (3x Nasdaq 100, 3x S&P 500, 3x long Treasuries). • If stocks calm but bonds jumpy: use QQQ, SPY, plus the 2 best over ~6 months from {SPY, TLT, GLD, DBC, UUP, SHV}. • If stocks jumpy: use SPY plus those top 2. Tickers: QQQ=Nasdaq 100; SPY=S&P 500; TLT=long Treasuries; GLD=gold; DBC=commodities; UUP=US dollar; SHV=T‑bills.
CheckmarkValue prop
Out-of-sample annualized return ≈ 29.8% vs SPY ≈ 22.9%; oos max drawdown ≈ 15.1% vs SPY ≈ 18.8%; Calmar ≈ 1.97. Leverages only in calm regimes with diversification—aims for higher risk-adjusted 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
Tactical allocation, volatility-triggered, leveraged hfea, momentum, risk-on/risk-off, multi-asset, us stocks, treasuries, gold, commodities, dollar, cash
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 29.76%. 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, crypto, and options.