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Symphonies
December 2024 - Wash Sale Modifier
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, tech-tilted strategy. In uptrends it uses leveraged ETFs (UPRO/TECL) to ride strength or buy dips. When signals turn, it shifts to short Nasdaq (PSQ), Treasuries, or cash—whichever is stronger. Very high risk; fast swings.
NutHow it works
First it checks the market’s long-term trend (S&P 500 vs its 200‑day average). In uptrends it rides strength with leveraged funds (UPRO/TECL), buys dips when short-term “heat” scores (RSI: 0–100) get very low, and may hedge if things look too hot. In downtrends or choppy periods, it flips to short Nasdaq (PSQ), Treasuries (TLT/IEF), or cash (BIL), choosing whichever is acting stronger. It uses TQQQ as a tech “thermometer.”
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.14 vs S&P ~0.83; annualized return ~56.65% vs 14.82%; Calmar ~1.51. Drawdowns can be larger, but its tech tilt and risk-off defenses target higher, risk-adjusted growth vs the S&P.

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Invest in this strategy
OOS Start Date
Nov 29, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Leveraged etfs, tactical rotation, trend-following, mean-reversion, tech tilt, risk-on/risk-off, hedging
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
ROM
ProShares Ultra Technology
Stocks
SH
ProShares Short S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond 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.

"December 2024 - Wash Sale Modifier" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"December 2024 - Wash Sale Modifier" is currently allocated toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "December 2024 - Wash Sale Modifier" has returned 47.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "December 2024 - Wash Sale Modifier" is 37.52%. 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 "December 2024 - Wash Sale Modifier", 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.