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Symphonies
S&P500 Hedged Bull Fund
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical S&P 500 plan: stay 3x long stocks (UPRO) when rates are steady; after sharp, volatile drops, flip to 3x long Treasuries (TMF); when rates rise, blend stocks with safer assets (Treasuries, dollar, gold) using a “calmer gets more” sizing.
NutHow it works
1) It first compares a broad bond fund (BND) to T-bills (BIL) over ~3 months to tell if rates are rising. 2) If not rising: it stays in UPRO (3x S&P 500). After a >5% 10-day S&P drop and a volatility spike (SVXY down), it switches to TMF (3x long 20+yr Treasuries). 3) If rising: it mixes UPRO with calmer “safe havens”: IEF (7-10yr Treasuries), UUP (US dollar), GLD (gold), TMF, sized by recent calmness.
CheckmarkValue prop
Rate-aware, regime-switching strategy that rides stocks in calm times and pivots to Treasuries, USD, and gold during volatility. Out-of-sample: ~18% annualized return with diversification vs SPY; but higher drawdown risk in extreme stress.

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Invest in this strategy
OOS Start Date
Dec 1, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend/risk regime, volatility-aware, leveraged etfs, multi-asset, us equities, treasuries, gold, dollar
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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.

"S&P500 Hedged Bull Fund" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"S&P500 Hedged Bull Fund" is currently allocated toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "S&P500 Hedged Bull Fund" has returned 17.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "S&P500 Hedged Bull Fund" is 53.21%. 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 "S&P500 Hedged Bull Fund", 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.