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IFF Fund: Lost in The Market|10.5.23 AR 339.2% MDD 5.4%
Today’s Change

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

About

Daily, tactical “buy the dip/sell the rip” system: buys leveraged tech and semis in uptrends, hedges or goes to cash when overbought, rotates into strong sectors if nothing else, runs a bond momentum sleeve, and keeps a small, trend‑gated crypto sleeve.
NutHow it works
Big picture: it decides if the market is trending up or down (price vs 200‑day average). • Dips in uptrends: buy high‑growth funds (mainly tech: TQQQ/TECL/SOXL; S&P: UPRO). • Overheated spikes: briefly hedge (VXX/UVXY) or use inverse funds (SH/PSQ/TZA) or cash (BIL/SHY). • No clear signal: rotate into the strongest sectors (XLY…XLRE) only if their recent drop from peak is small. • Downtrends: favor cash/short‑term Treasuries or a bond sleeve (TMF/TMV) based on simple momentum. • Crypto (~10%): own Bitcoin proxies (GBTC/BITO/COIN/RIOT/MARA/MSTR) only when Bitcoin is in an uptrend; otherwise step aside or use BITI (short Bitcoin). • Indicators in plain English: RSI is a 0–100 “speedometer” of recent moves (below ~30 = washed‑out; above ~70 = stretched). A moving average is the average price over X days (200‑day ≈ long‑term trend). Max drawdown is the biggest drop from a recent high. • Main tickers used: SPY=S&P500; QQQ=big tech; TQQQ/TECL/SOXL/UPRO=3x bull funds; SH/PSQ/SDOW/SQQQ=inverse hedges; UVXY/VXX=volatility; TMF/TMV=long/short long‑term Treasuries; XLY…XLRE=sectors; BIL/SHV/SHY=cash‑like; GBTC/BITO/COIN/RIOT/MARA/MSTR=Bitcoin proxies; BITI=short Bitcoin. • Rebalances daily.
CheckmarkValue prop
Out-of-sample: 29.7% annualized vs 18.3% S&P. A disciplined trend-rotation system with hedges and a bond sleeve aims for higher upside in uptrends while controlling risk; drawdowns can be larger in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.381.420.450.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
65.39%26.25%1.36%5.73%1.53
324.35%95.34%-0.17%24.08%2.14
Initial Investment
$10,000.00
Final Value
$42,434.77
Regulatory Fees
$100.65
Total Slippage
$555.22
Invest in this strategy
OOS Start Date
Jun 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,mean reversion,sector rotation,leveraged etfs,volatility hedging,crypto sleeve,bond momentum
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO, IXP, TQQQ, SHV, UDOW, TMVandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 34.25%. 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 the symphony, 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.