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Symphonies
Pure BS Catcher + V1d Fund Surfing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Equal-weight, 3-sleeve tactical mix. It tries to catch brief fear spikes with UVXY when signals look “too hot/too cold,” and otherwise rotates contrarian among leveraged tech funds and Treasuries based on market calmness. Often defaults to Treasuries.
NutHow it works
Split into 3 equal sleeves. 1) Fear catcher: when the S&P 500 is trending up but looks “too hot,” or trending down with rising fear, briefly buy UVXY (a VIX/fear fund); otherwise hold BSV (short‑term bonds). 2) If the market is very calm, buy the laggard of TECL/TQQQ/IEF (leveraged tech or 7–10y Treasuries); else hold SHY (1–3y Treasuries). 3) If calm‑ish, buy the laggard of TECL/TQQQ/SHY; if not calm, hold TLT (20y Treasuries). Signals use RSI (=short‑term “hot/cold”) and volatility.
CheckmarkValue prop
Out-of-sample, this 3-sleeve strategy beats the S&P 500 on risk-adjusted terms: ~46% annualized return vs ~23%, Sharpe ~1.52, Calmar ~1.47, with Treasuries hedges; note higher drawdown (~31%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.350.530.140.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
617.31%14.99%1.36%5.73%0.91
Pure BS Catcher + V1d Fund Surfing
28,563.79%49.36%3.26%35.9%1.79
Initial Investment
$10,000.00
Final Value
$2,866,379.47
Regulatory Fees
$5,537.45
Total Slippage
$34,610.37
Invest in this strategy
OOS Start Date
Apr 6, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Contrarian tactical, volatility spike capture, leveraged tech etfs, us treasuries hedging, regime switching
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.

"Pure BS Catcher + V1d Fund Surfing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Pure BS Catcher + V1d Fund Surfing" is currently allocated toBSV, IEFandTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Pure BS Catcher + V1d Fund Surfing" has returned 46.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Pure BS Catcher + V1d Fund Surfing" is 31.49%. 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 "Pure BS Catcher + V1d Fund Surfing", 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.