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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 sleeve that flips between hedges and contrarian buy‑the‑dip trades using crash/popup checks, market volatility, and bond‑vs‑tech strength (RSI). Uses leveraged/inverse ETFs; equal‑weights picks and rebalances daily.
NutHow it works
Each day it: - If 3x Nasdaq (TQQQ) plunged 6d and then spiked 1d, buy 2–4 hedges with the best recent returns (e.g., VIXY=VIX, TMF/TMV=long/short long‑Treasuries, QID=short Nasdaq, UUP=USD). - Else if S&P 500’s 10‑day vol is high, hold the calmest hedges (TMF/TMV, SVXY, BTAL, VIXM). - Else, compare bonds vs tech by RSI (a 0–100 recent‑strength score). If bonds look stronger, buy 2 of the most beaten‑down risk‑on ETFs (e.g., TECL, UPRO, SOXX, LABU); otherwise buy 2 beaten‑down bearish/defensive ETFs (e.g., PSQ, DRV, TYO, SH). Equal‑weight; rebalance daily.
CheckmarkValue prop
Out-of-sample annualized return ~63% vs SPY ~21.9%, with Calmar ~1.28 and OOS Sharpe ~1.17. A dynamic, regime-switching sleeve using hedges and mean-reversion across 3x/inverse ETFs aims for big upside across markets, albeit with higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.970.410.020.13
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
287.6%13.46%-0.15%0.4%0.8
LBT New WAM Collection
1,104,985.84%138.14%4.91%30.93%1.8
Initial Investment
$10,000.00
Final Value
$110,508,584.03
Regulatory Fees
$482,007.83
Total Slippage
$3,424,052.01
Invest in this strategy
OOS Start Date
Aug 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, regime-switching, mean-reversion, volatility-aware, leveraged/inverse etfs, daily rebalanced
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 toYINNandEDC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "LBT New WAM Collection" has returned 65.51%. 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, and options.