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

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, if any of several market funds look extremely “hot” on a 10‑day strength meter, it flips fully into UVXY to bet on a near‑term volatility spike; otherwise it stays in T‑bills. Very aggressive, timing‑sensitive.
NutHow it works
Each day it checks a 10‑day “heat gauge” (RSI: a score of recent up vs down days) on several market funds spanning tech, energy, financials, value, and global giants. If any look extremely hot (scores ~79–85), it moves 100% into UVXY—a volatility fund that can spike when markets wobble. If none are hot, it parks in BIL (1–3M T‑bills). It holds only one at a time and rechecks daily.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P: ~38.5% annualized vs ~17.5%, Sharpe ~1.08 vs ~1.00, and smaller drawdowns ~16% vs ~19%. It stays in cash in calm markets and jumps to volatility when needed.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jul 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, long-volatility, rsi trigger, market timing, daily rebalanced, etf-only, risk-on/risk-off, high risk
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 ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
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 33.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "IFF Fund: Front Runner" is 20.98%. 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, and options.