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Safer WAM?
Today’s Change

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

About

A daily rules-based switch: buy fast stock ETFs when trends are up; shift to Treasuries, T‑Bills, utilities, gold, dollar or commodities when things look shaky. Blends several signals to chase gains and limit damage. Uses leveraged ETFs—expect big swings.
NutHow it works
Each day it checks “is the market trending up and calm?” If yes, it buys 2–3 fast stock funds (often 3x ETFs like SPXL/TQQQ/UDOW). If not, it shifts to safety/diversifiers: Treasuries (TMF/TMV), T‑Bills (BIL), utilities (XLU), gold (UGL), US dollar (USDU), or commodities (PDBC). It blends several simple “canaries” (tech vs utilities, stock trends vs averages, bond and volatility cues) and equal‑weights the best recent sub‑models.
CheckmarkValue prop
Out-of-sample edge: ~43.5% annualized return and Sharpe ~1.61 vs S&P ~23.7% and ~1.42; Calmar ~1.50. A diversified risk-on/risk-off ETF rotation aims bigger upside with controlled risk—though drawdowns can be larger.

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Invest in this strategy
OOS Start Date
Nov 17, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, risk-on/risk-off, leveraged etfs, etf rotation, volatility-aware, daily rebalancing
Tickers in this symphonyThis symphony trades 88 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill 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.

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

"Safer WAM?" is currently allocated toIEO, GOOGL, NFLX, DRV, USDU, XOM, SPXL, SPXS, TQQQ, YANG, AMZN, XLU, PDBC, CRM, CSCO, TMVandTRV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Safer WAM?" has returned 39.36%. 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, and options.