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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: a rules-based UVXY “spike catcher” plus two sleeves that, in calm markets, buy the most “rested” leveraged tech fund and, in volatile markets, shift to Treasuries. Uses SPY trend and 21‑day volatility to switch.
NutHow it works
Three equal sleeves: • Sleeve A: If the S&P 500 (SPY) is above its 200‑day average and tech looks “too hot” (high RSI), buy UVXY (a fear gauge that jumps on selloffs); otherwise hold BSV (short‑term bonds). If below the 200‑day, only buy UVXY when its RSI is in a tight 74–84 band; else BSV. • Sleeve B: If 21‑day volatility is extremely low, buy the most “rested” (lowest RSI) of TECL/TQQQ/IEF; else SHY. • Sleeve C: If volatility is low, buy the most “rested” of TECL/TQQQ/SHY; else TLT. RSI = 0–100 “heat” score (high=hot).
CheckmarkValue prop
Out-of-sample edge: ~46% annualized return vs SPY ~22%, higher Sharpe (~1.53 vs 1.41) and Calmar (~1.47). A 3-sleeve system shifting to Treasuries in volatility and using UVXY spike capture for higher growth than SPY.

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Invest in this strategy
OOS Start Date
Apr 6, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, volatility regime, trend filter, rsi contrarian, leveraged tech, treasuries, long volatility (uvxy), short-term bonds
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 Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 toBSVandTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Pure BS Catcher + V1d Fund Surfing" has returned 41.91%. 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.