Skip to Content
Symphonies
Pure BS Catcher + V1d Fund Surfing
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Equal-weight mix of three rules: a volatility spike catcher (UVXY vs short-term bonds) plus two calm‑market “fund surfing” rules that buy the most beaten‑down big‑tech fund; otherwise they hide in Treasuries.
NutHow it works
Your money is split equally across 3 rules. 1) “BS Catcher”: If the S&P 500 is in an uptrend and looks very “hot” (RSI = 0–100 heat score), take a short, punchy bet on fear (UVXY = VIX/fear fund). Otherwise sit in short-term bonds (BSV). In downtrends, mostly stay in BSV; only try UVXY when fear is rising but not extreme. 2) If 1‑month vol is extremely low, buy the most beaten‑down of TECL/TQQQ/IEF (3x tech or 7–10y Treasuries). Else hold SHY (1–3y Treasuries). 3) If vol is low, buy the most beaten‑down of TECL/TQQQ/SHY. Else hold TLT (20+y Treasuries).
CheckmarkValue prop
Out-of-sample: 35.6% annualized vs 22.3% S&P, Calmar 1.13. A 3-sleeve mix using volatility timing and calm-market bets on tech and Treasuries aims for higher upside with managed risk vs SPY.

Loading backtest data...

Invest in this strategy
OOS Start Date
Apr 6, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Risk-on/risk-off, volatility hedging, leveraged etfs, trend + mean-reversion, treasuries
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
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.

"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 toBSVandSHY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Pure BS Catcher + V1d Fund Surfing" has returned 35.61%. 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, and options.