Skip to Content
Symphonies
IFF Fund: Front Runner
Today’s Change
—

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
High-conviction, risk-managed strategy: out-of-sample shows ~42.6% annualized return vs the S&P’s ~17.8%, with lower max drawdown (~16.3% vs ~18.8%). Superior risk-adjusted performance (OOS Sharpe ~1.13, Calmar ~2.61) and clear downside control.

Loading backtest data...

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 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.

"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 42.61%. 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.