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Symphonies
IFF Fund: Front Runner
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Mostly in T‑bills. When major market slices look overheated on a short‑term heat gauge, it flips into UVXY to try to catch a volatility spike if prices snap back. Daily rebalanced; UVXY periods are very risky.
NutHow it works
Each day it asks: are parts of the market red‑hot? It uses a 10‑day RSI (a 0–100 heat gauge of how fast prices climbed). If any big index/sector (tech, energy, banks, consumer, real estate, global giants) reads very hot (RSI > ~79–85), it buys UVXY, a fund that jumps when markets suddenly drop. Otherwise it sits in T‑bill cash (BIL). It never buys those sectors—only uses them as thermometers. High risk when in UVXY.
CheckmarkValue prop
Out-of-sample edge: ~39.2% annualized return vs ~17.4% for S&P; Sharpe ~1.09 vs ~0.99; drawdown ~16.3% vs ~18.8%; Calmar ~2.40; positive alpha, negative beta. Volatility-timed, risk-controlled upside vs S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.57-0.380.04-0.19
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
299.97%14.54%2.19%5.01%0.85
IFF Fund: Front Runner
10,675.6%58.12%0.32%0.98%1.43
Initial Investment
$10,000.00
Final Value
$1,077,559.57
Regulatory Fees
$1,651.07
Total Slippage
$11,250.78
Invest in this strategy
OOS Start Date
Jul 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, contrarian, volatility, momentum-overshoot signals, risk-on/off, daily rebalanced, etfs, leveraged products
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
IOO
iShares Global 100 ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value ETF
Stocks
XLE
State Street Energy Select Sector SPDR 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.

"IFF Fund: Front Runner" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"IFF Fund: Front Runner" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "IFF Fund: Front Runner" has returned 39.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "IFF Fund: Front Runner" is 16.33%. 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 "IFF Fund: Front Runner", 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.