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Symphonies
Da Funky Bunch
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, high‑octane mean‑reversion strategy. It flips between 3× bull and bear funds in China and biotech after big moves, and only buys volatility (UVXY) when the market looks overheated; otherwise it parks in T‑Bills. Very tactical and risky.
NutHow it works
Daily, it runs two sleeves (China and Biotech). It watches FXI (big China) and XBI (biotech). After a big 5‑day move (>10% up or <−10%), it bets on snap‑backs: on a sharp daily dip it buys the 3× bull (YINN/LABU); otherwise the 3× bear (YANG/LABD). If there’s no big move, it buys UVXY (a jumpy VIX fund) only when RSI—a 0–100 “heat” score of recent gains—is very high on TQQQ or SPY; otherwise it holds BIL (T‑Bills). Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this two-sleeve tactical strategy targets ~39.9% annualized return with ~9.3% max drawdown and Sharpe ~1.40 vs S&P ~1.17; Calmar ~4.29. Higher risk-adjusted upside and far lower drawdown than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.54-0.040-0.02
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
285.07%13.69%1.36%5.73%0.8
Da Funky Bunch
16,064.69%62.25%0.33%2.53%1.57
Initial Investment
$10,000.00
Final Value
$1,616,468.74
Regulatory Fees
$1,826.48
Total Slippage
$12,249.84
Invest in this strategy
OOS Start Date
Feb 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, leveraged etfs, volatility timing, china equities, biotechnology, rsi signal, daily rebalance, tactical, short-term
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.

"Da Funky Bunch" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Da Funky Bunch" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Da Funky Bunch" has returned 39.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Da Funky Bunch" is 9.29%. 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 "Da Funky Bunch", 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.