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Symphonies
New WAM Collection - 10/07/23
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical strategy. After huge Nasdaq moves it shifts to VIXY and other hedges; otherwise it rotates between calm hedges and dip‑buy/fade‑the‑pop trades using a bonds‑vs‑tech strength check (RSI). Uses many leveraged/inverse ETFs; high risk.
NutHow it works
Rebalanced daily. 1) Big swing filter: if Nasdaq-100 (via TQQQ) surges >+5.5% in a day or drops <−10.5% in 6d, it goes to “storm mode”: ~25% VIXY (fear gauge) and ~75% in hedges (inverse stocks, Treasuries, US dollar) with the strongest recent gains. 2) Else if S&P 500’s 10‑day volatility is high, it holds the two calmest hedges. 3) Else it uses mean reversion: compare bonds vs QQQ with RSI (simple up‑vs‑down score). If bonds lead, buy two beaten‑up growth ETFs; if QQQ leads, buy two beaten‑up bearish ETFs.
CheckmarkValue prop
Out-of-sample, this tactical strategy targets ~62% annualized returns vs ~25% for the S&P, with a Calmar ~1.33. It uses systematic hedging and regime-based rotations to boost upside while controlling risk—though larger drawdowns can occur in adverse markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.320.1100.04
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
143.08%15.19%-0.15%0.4%0.8
New WAM Collection - 10/07/23
134,734.97%214.95%3.02%29.95%2.17
Initial Investment
$10,000.00
Final Value
$13,483,496.78
Regulatory Fees
$68,217.42
Total Slippage
$459,006.25
Invest in this strategy
OOS Start Date
Oct 9, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, mean reversion, volatility timing, multi-asset hedges, leveraged/inverse etfs, daily rebalance
Tickers in this symphonyThis symphony trades 33 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
HIBL
Direxion Daily S&P 500 High Beta Bull 3X 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.

"New WAM Collection - 10/07/23" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"New WAM Collection - 10/07/23" is currently allocated toYINNandEDC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "New WAM Collection - 10/07/23" has returned 60.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "New WAM Collection - 10/07/23" is 46.80%. 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 "New WAM Collection - 10/07/23", 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.