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Symphonies
LBT New WAM Collection
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical swing strategy that detects crashes and volatility, then rotates among defensive, bond, tech, and inverse ETFs—often leveraged—to play short-term rebounds. Equal-weighted positions; high turnover and high risk.
NutHow it works
Daily, it checks: 1) Did the Nasdaq just crash then pop? If yes, buy the strongest “safety” ETFs (volatility, dollar, staples/low‑vol, inverse tech, bonds). 2) Else, is volatility high? If yes, hold the two calmest hedges. 3) Otherwise, compare bonds vs tech (RSI = a short‑term heat meter) and buy two recent laggards on the bullish or bearish side to play a bounce. Equal‑weighted.
CheckmarkValue prop
Out-of-sample, this daily tactical sleeve delivered ~63% annualized return vs SPY ~22%, with a Calmar ~1.28 and Sharpe ~1.17—capturing bigger upside across regimes. Note: higher risk, with drawdowns near 49%—due to leverage and rapid rotations.

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Invest in this strategy
OOS Start Date
Aug 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, multi-asset, mean reversion, volatility targeting, leveraged etfs, inverse etfs, crash detection, daily rebalance
Tickers in this symphonyThis symphony trades 29 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
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.

"LBT New WAM Collection" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"LBT New WAM Collection" is currently allocated toDRVandYANG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "LBT New WAM Collection" has returned 64.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "LBT New WAM Collection" is 49.46%. 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 "LBT New WAM Collection", 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.