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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

Daily mean‑reversion in China and U.S. biotech using 3x bull/bear ETFs. If no recent extreme, it buys a leveraged volatility fund (UVXY) when markets look overheated, otherwise holds T‑bills (BIL). Very volatile and high risk.
NutHow it works
The portfolio runs two sleeves: China stocks and U.S. biotech. Each day, if either area moved ~±10% over 5 days, it bets on a short‑term snap‑back: after a down day it buys the 3x bull fund (YINN or LABU); after an up day it buys the 3x bear (YANG or LABD). If there’s no recent extreme, it either buys UVXY—a leveraged “fear/volatility” fund—when a 0–100 heat meter (RSI) shows the U.S. market is overheated, or it parks in T‑bills (BIL). Very high risk.
CheckmarkValue prop
Out-of-sample edge: strong risk-adjusted return with low beta and diversification. oos Sharpe ~0.79, Calmar ~0.80, 16.8% annualized vs SPY 19.4%, plus UVXY hedges in overheated markets—an appealing ballast to the S&P 500.

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Invest in this strategy
OOS Start Date
Feb 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, mean reversion, volatility hedge, sector/region rotation, rsi timing, daily rebalancing
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 ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
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 ETF
Stocks
YINN
Direxion Daily FTSE China Bull 3X ETF
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 16.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Da Funky Bunch" is 21.11%. 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.
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