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Symphonies
IFF Fund: Lost in The Market v3|10.5.23
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based “buy the dip/sell the rip” across S&P/Nasdaq/Dow. Uses simple trend and speed gauges to rotate between bull and bear ETFs, adds volatility/Treasury hedges, plus a small, trend‑following crypto sleeve.
NutHow it works
Each day it checks three big US stock indexes (S&P 500, Nasdaq, Dow). It looks at trend (price vs its recent average) and a speedometer of how fast price just moved (0–100; high = overheated, low = washed‑out). It buys bullish funds on uptrends or big dips, flips to bearish or volatility hedges on overheats or downtrends, and picks the strongest index. Side sleeves add a semiconductor tilt, a bond/vol ‘black swan’ hedge, and a small, trend‑following crypto sleeve. Uses T‑Bills when unclear.
CheckmarkValue prop
Out-of-sample Sharpe 1.37, annualized return 56.8%, Calmar 1.71, max drawdown 33%. Stronger risk-adjusted growth and larger upside than the S&P 500, thanks to daily rotation and hedges (volatility, Treasuries, crypto sleeve).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.561.240.340.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.58%22.12%-1.77%0.2%1.35
IFF Fund: Lost in The Market v3|10.5.23
544.46%115.11%-2.7%-1.47%2.46
Initial Investment
$10,000.00
Final Value
$64,446.01
Regulatory Fees
$167.24
Total Slippage
$975.24
Invest in this strategy
OOS Start Date
Jul 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, leveraged etfs, long/short, volatility hedge, sector rotation, crypto
Tickers in this symphonyThis symphony trades 88 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
BITC
Bitwise Trendwise Bitcoin and Treasuries Rotation Strategy ETF
Stocks
BITF
Bitfarms Ltd. Common Stock
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BITQ
Bitwise Crypto Industry Innovators ETF
Stocks
BITS
Global X Blockchain & Bitcoin Strategy ETF
Stocks
BITX
2x Bitcoin Strategy ETF
Stocks
BKCH
Global X Blockchain 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: Lost in The Market v3|10.5.23" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"IFF Fund: Lost in The Market v3|10.5.23" is currently allocated toTMF, QQQ, SPXS, SHV, BILandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "IFF Fund: Lost in The Market v3|10.5.23" has returned 45.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "IFF Fund: Lost in The Market v3|10.5.23" is 33.19%. 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: Lost in The Market v3|10.5.23", 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.