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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, rules‑based ETF rotation that flips between aggressive 3× bull funds and defensive/inverse hedges using three signals: extreme tech moves (TQQQ), S&P 500 volatility spikes, and a bonds‑vs‑stocks strength (RSI) check.
NutHow it works
Each day it checks: (1) a big 6‑day drop or 1‑day pop in a hyper‑sensitive Nasdaq fund (TQQQ); (2) if S&P 500 volatility spiked; (3) if bonds look stronger than stocks using RSI (a simple meter of recent up vs down days). On extremes it shifts to hedges (volatility funds, US dollar, staples, inverse QQQ). Otherwise it rotates into either aggressive 3× bull ETFs (tech, semis, biotech, small caps, EM/China) or defensive/inverse ETFs, picking those with the best recent behavior.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher upside than the S&P 500 (25.9% vs 22.2% annually) with dynamic hedging. It captures gains in rising markets while controlling risk—though drawdowns can be large in severe crashes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.530.100.03
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
138%14.71%-1.77%0.2%0.78
New WAM & SLUNT Collection - 10/6/23
430,071.41%275.99%6.69%26.73%2.34
Initial Investment
$10,000.00
Final Value
$43,017,141.14
Regulatory Fees
$222,863.69
Total Slippage
$1,564,021.69
Invest in this strategy
OOS Start Date
Jan 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Daily tactical rotation, leveraged etfs, risk-on/risk-off, volatility hedging, momentum & mean reversion
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 ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X 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.

"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 toDRV, LABUandYANG. 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 30.96%. 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.