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Symphonies
Safer WAM?
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily trend-and-momentum strategy. When “green lights” flash, it rides the strongest (often 3×) US equity funds; when warnings appear (tech < utilities, weak bonds, volatility spikes), it rotates to Treasuries, cash, utilities, gold, dollar, or commodities.
NutHow it works
Every day it checks simple “green/red lights”: is the stock trend up (moving averages)? is tech beating utilities? are bonds steady? is fear spiking (VIX)? If green, it buys the 2–3 strongest funds, often 3× S&P/Nasdaq (SPXL, TQQQ, UDOW). If red, it shifts to Treasuries (TMF), cash (BIL), utilities (XLU), gold, dollar, or broad commodities. It may briefly buy volatility (UVXY) when markets look overheated and buy stocks when oversold (RSI).
CheckmarkValue prop
Out-of-sample, this daily trend-momentum strategy aims ~42.3% annualized return vs S&P 24.3%, with Sharpe ~1.56 and Calmar ~1.46. Higher upside with better risk-adjusted performance, but larger drawdowns (~29% vs ~19%) in downturns.

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Invest in this strategy
OOS Start Date
Nov 17, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, momentum, canary signals, risk management, leveraged etfs, volatility overlay, multi-asset
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.

"Safer WAM?" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Safer WAM?" is currently allocated toIEO, TYD, GLTR, UGL, TQQQ, EMB, PDBC, LABD, XLK, UDOW, TMV, DBBandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Safer WAM?" has returned 42.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Safer WAM?" is 28.89%. 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 "Safer WAM?", 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.