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Symphonies
New WAM & SLUNT Collection - 10/6/23
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical ETF strategy that flips between aggressive growth trades and defensive hedges using big-move and volatility tripwires plus a simple bonds‑vs‑stocks strength check (RSI) to decide risk-on vs risk-off.
NutHow it works
Each day it asks: Are markets in panic or just volatile? It uses a fast Nasdaq fund (TQQQ) and S&P 500 volatility to decide. In shocks, it shifts to hedges (VIX/fear, long/short Treasuries, strong USD, defensive stocks). Otherwise, it compares bonds vs stocks with a simple recent‑strength score (RSI). If bonds look stronger, it gets cautious; if stocks win, it buys fast‑moving funds. Holds 1–2 picks; rebalances daily.
CheckmarkValue prop
Out-of-sample, this strategy aims for higher upside than the S&P by dynamic growth bets and hedges during stress. Annualized return 25.9% vs 22.2% (SPY), but with larger drawdowns and a lower risk-adjusted Sharpe (0.69 vs 1.31).

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Invest in this strategy
OOS Start Date
Jan 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, leveraged & inverse etfs, volatility regime, momentum/rsi, daily rebalanced, risk-on/risk-off
Tickers in this symphonyThis symphony trades 32 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 & SLUNT Collection - 10/6/23" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"New WAM & SLUNT Collection - 10/6/23" is currently allocated toEDC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "New WAM & SLUNT Collection - 10/6/23" has returned 30.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "New WAM & SLUNT Collection - 10/6/23" is 54.12%. 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 & SLUNT Collection - 10/6/23", 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.