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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

Daily tactical ETF rotation. Uses a Nasdaq crash/popup test and S&P 500 volatility to pick defense vs rebound bets. If calm, it compares bond vs Nasdaq momentum (RSI) to choose either risk-on losers to bounce or downside protection. Equal-weighted.
NutHow it works
Daily, it classifies the market and buys a few ETFs equally. 1) If a fast Nasdaq fund (TQQQ) fell >10.5% in 6 days and then popped >5.5% in 1 day, it shifts into defensive winners (VIX, Treasuries, staples, USD). 2) Else, if S&P 500 choppiness is high, it picks the calmest defensive funds. 3) If not, it compares bond vs Nasdaq momentum (RSI = gains-vs-losses gauge) and either buys recent losers for a rebound or funds that rise when markets fall. Rebalanced daily.
CheckmarkValue prop
Out-of-sample shows the strategy delivering ~60% annualized gains vs ~22% for the S&P, with a Calmar ~1.21 indicating solid risk-adjusted upside despite larger drawdowns (≈49% vs 19%), driven by daily regime-switching and defensive/rebound ETF rotation.

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Invest in this strategy
OOS Start Date
Aug 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, regime switching, leveraged/inverse etfs, volatility targeting, momentum and mean reversion, 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 Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X Shares
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X Shares
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
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 toDRVandJDST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "LBT New WAM Collection" has returned 59.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "LBT New WAM Collection" is 49.49%. 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, crypto, and options.