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Symphonies
Fund Surfing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Buys the most beaten-down of two 3x stock funds when the market is calm; shifts partly or fully to short-term Treasuries as volatility rises. A two-threshold (1% and 2%) check smooths the move between risk-on and defensive modes.
NutHow it works
1) Check how bumpy the S&P 500 has been over ~1 month (its daily return volatility). 2) If very calm (<1%), put 100% into the single fund that has fallen the most recently: UPRO (3x S&P 500), TQQQ (3x Nasdaq‑100), or SHY (short Treasuries). 3) If somewhat bumpy (1–2%), split 50% SHY / 50% that pick. 4) If choppy (≥2%), stay 100% in SHY.
CheckmarkValue prop
Out-of-sample, this volatility-timed strategy aims bigger upside in calm markets via leveraged equity bets, with Treasuries defense in turbulence. OOS return ~46%, Calmar ~1.05, vs S&P ~21%—higher growth with risk-managed volatility.

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Invest in this strategy
OOS Start Date
Feb 7, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, volatility targeting, leveraged etfs, mean reversion, momentum/rsi, bonds vs equities, risk management
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.

"Fund Surfing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Fund Surfing" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Fund Surfing" has returned 45.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Fund Surfing" is 43.59%. 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 "Fund Surfing", 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.