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

About

A daily, rules-based “hedged bull” that’s usually in 3x S&P 500, but pivots to Treasuries/dollar/gold when rates rise or volatility spikes. Uses simple signals and inverse‑vol weights to stay aggressive yet hedge fast.
NutHow it works
Each day it asks: Are bond prices (BND) beating cash‑like T‑bills (BIL) over 60 days? If yes, rates aren’t rising. Then it mostly holds UPRO (3x S&P 500), but after a sharp 10‑day >5% S&P drop and a volatility spike (SVXY down), it switches to TMF (3x long Treasuries). If rates are rising, it shifts into a steadier mix—IEF (7–10y Treasuries), UUP (US dollar), GLD (gold), TMF—sometimes keeping 55% in UPRO if bonds just bounced. Weights favor calmer assets; rebalanced daily. Uses leverage; high risk.
CheckmarkValue prop
Active hedged-bull: ride 3x S&P when rates are calm; pivot to Treasuries/dollar/gold on rate hikes or volatility spikes. OOS: ~18.6% annualized return, Sharpe 0.67, Calmar 0.35. Diversification and risk-aware exposure vs SPY.

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Invest in this strategy
OOS Start Date
Dec 1, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, macro rates signal, volatility filter, leveraged etfs, risk-parity hedge, daily rebalance
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.

"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 toGLD, IEF, TMF, UUPandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "S&P500 Hedged Bull Fund" has returned 18.57%. 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, crypto, and options.