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

About

Daily, rules-driven rotation. When trends are healthy, it piles into top mega‑caps or 3× equity ETFs; when stress rises, it flips to Treasuries, cash‑like T‑Bills, gold/commodities, USD, utilities, or volatility hedges. Uses multiple time windows to reduce whipsaws.
NutHow it works
It rebalances daily. First it checks market health with simple price‑trend lines (moving averages), a “speed of moves” gauge (RSI), a fear gauge (VIX), and a bond/inflation clue (TIP). If healthy, it buys recent winners (often 3× equity ETFs like SPXL/TQQQ/UDOW or top mega‑cap stocks). If not, it shifts to Treasuries (TMF), T‑Bills (BIL), gold/commodities (UGL/PDBC), USD (USDU), or utilities (XLU), and may briefly hedge with VIX funds (UVXY/VIXM). It runs the same logic over several lookbacks and picks what’s working now. 3× ETFs are very volatile.
CheckmarkValue prop
Out-of-sample annualized return ~34% vs SPY ~24%, with Calmar ~1.02 and solid risk-adjusted profile. While drawdowns can be larger in stress, the diversified risk-on/risk-off rotation aims for higher long-run growth and stronger upside capture than SPY.

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Invest in this strategy
OOS Start Date
Nov 17, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, risk-on/risk-off, leveraged etfs, volatility hedging, tactical rotation
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, voxed windows" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "Safer WAM, voxed windows" has returned 34.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Safer WAM, voxed windows" is 33.67%. 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, voxed windows", 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.