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Symphonies
[PUB] WAM + Colonel Sanders [RSI 20d SPY TFLO]
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑driven, short‑term ETF trader. First checks stocks vs cash; when risk‑on, rotates among leveraged tech/high‑beta longs or shorts; when risk‑off, makes one contrarian leveraged bet. Very concentrated and high risk.
NutHow it works
It toggles between two playbooks using a simple “heat” check (RSI = 0–100 score of recent buying) on SPY (broad US stocks) vs TFLO (cash‑like Treasuries). If stocks look hotter, it splits 40/30/30 and, based on Treasuries vs growth, buys 3x up or 3x down tech/high‑beta funds (TQQQ/SQQQ, HIBL/HIBS). If stocks look cooler, it picks one contrarian leveraged ETF from tech, small‑caps, China, EM, biotech, or bonds (or their inverse).
CheckmarkValue prop
Out-of-sample annualized return ~58% vs SPY ~21%, with Calmar ~1.14 signaling solid risk-adjusted upside. Leveraged, regime-switching design targets big gains in tech/high-beta, but can suffer drawdowns up to ~51%—suitable for risk-tolerant investors.

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Invest in this strategy
OOS Start Date
Jul 3, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical etf rotation, regime switching, momentum/rsi timing, mean reversion, leveraged etfs, long/short, high beta, bonds vs growth
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSARK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 58.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 51.06%. 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 the symphony, 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.