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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, rules-based swing strategy. It flips between leveraged China and biotech bull/bear funds after big 5‑day moves, buys UVXY when markets look overheated (high RSI), and otherwise sits in T‑Bills. High risk, very tactical.
NutHow it works
Daily check. China: If FXI rose >10% in 5 days, buy YINN (bull China) only when the last day dropped >2%; else YANG (bear). If FXI fell >10%, buy YANG only when the last day jumped >2%; else YINN. Biotech: Same with XBI, switching between LABU (bull) and LABD (bear). If no big 5‑day move, use RSI (a 0–100 heat gauge). If TQQQ or SPY RSI is ~80+, buy UVXY (volatility). Otherwise hold BIL (T‑Bills). Rebalances daily.
CheckmarkValue prop
Out-of-sample annualized return ~32% vs SPY ~19.7%; max drawdown ~9.3% vs ~18.8%; Calmar ~3.45; Sharpe ~1.19 vs ~1.17. Low beta (~0.51) means downside protection with superior risk-adjusted performance.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.52-0.040-0.02
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
284.46%13.35%0.54%-0.34%0.79
Da Funky Bunch
15,133.52%59.61%0.28%0.86%1.54
Initial Investment
$10,000.00
Final Value
$1,523,352.22
Regulatory Fees
$1,774.76
Total Slippage
$11,907.50
Invest in this strategy
OOS Start Date
Feb 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, mean reversion, leveraged etfs, china, biotech, volatility timing, rsi signals, daily rebalance
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FXI
iShares China Large-Cap ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X Shares
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
XBI
State Street SPDR S&P Biotech ETF
Stocks
YANG
Direxion Daily FTSE China Bear 3X Shares
Stocks
YINN
Direxion Daily FTSE China Bull 3X Shares
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.

"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 30.47%. 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, and options.