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Symphonies
IFF: High Win Rate Tests
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based. Sits in T‑Bills unless a volatility switch is “on.” Fades overheated markets via UVXY/TECS/SOXS and buys sharp dips in 3× tech/semis/biotech (SOXL/TECL/LABU). Shifts to TMF when TMV is stretched; otherwise stays in BIL.
NutHow it works
Daily rebalancing. RSI is a 0–100 “heat meter” of recent moves (>80 hot, <30 washed‑out). Safety: if UVXY 60‑day RSI ≤ ~40, hold BIL (T‑Bills). If IOO/SPY/TQQQ >~80, buy UVXY or inverse tech/semis (TECS/SOXS). If tech/semis/biotech washed out (SOXL/TECL <30; LABU <22), buy 3× bulls (SOXL/TECL/LABU). If TMV hot, buy TMF; else BIL.
CheckmarkValue prop
Out-of-sample annualized return 25.6% vs S&P ~17.8%, Sharpe ~0.65, Calmar ~0.92. A rules-based, volatility-timed strategy aiming for higher returns with disciplined risk controls—though drawdowns can be larger in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.250.410.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
286.57%13.79%1.36%5.73%0.81
IFF: High Win Rate Tests
1,699.07%31.79%0.33%9.58%1.12
Initial Investment
$10,000.00
Final Value
$179,906.80
Regulatory Fees
$220.38
Total Slippage
$1,254.05
Invest in this strategy
OOS Start Date
Jul 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Rsi-based,tactical market timing,leveraged etfs,volatility timing,sector rotation,mean reversion,bonds hedge,cash/t-bills fallback
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: High Win Rate Tests" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"IFF: High Win Rate Tests" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "IFF: High Win Rate Tests" has returned 25.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "IFF: High Win Rate Tests" is 27.70%. 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: High Win Rate Tests", 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.