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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

A daily, rules-based “risk-on/risk-off” system. When trends look good it rides recent winners (mainly 3x S&P/Nasdaq funds). When stress appears, it pivots to Treasuries, cash, USD, gold, commodities and other defensive ETFs to limit big drops.
NutHow it works
Each day it asks: is the market healthy? It checks simple trends (is the S&P 500 above its recent average price?) and canaries like Tech vs Utilities and bonds vs cash. Moving average = average price over X days; above it = uptrend. It also watches a heat gauge (RSI: high = overheated, low = washed out) on volatility (VIX) and SPY. If healthy, it buys the 2–3 strongest leveraged stock funds (e.g., SPXL, TQQQ, UDOW). If not, it shifts to Treasuries/cash/dollar/gold/commodities/utilities. It rebalances daily.
CheckmarkValue prop
Out-of-sample edge: 34.3% annualized return vs SPY's 23.7%, with a 0.92 beta and Calmar ~1.02. A rules-based risk-on/off strategy that captures upside in rallies while hedging with Treasuries/gold during stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.520.80.290.54
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
217.13%14.46%-0.15%0.4%0.81
Safer WAM, voxed windows
17,827.02%83.5%-3.27%7.71%2.32
Initial Investment
$10,000.00
Final Value
$1,792,701.72
Regulatory Fees
$9,855.09
Total Slippage
$62,567.83
Invest in this strategy
OOS Start Date
Nov 17, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, momentum rotation, leveraged etfs, risk management, volatility hedging
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 toUPRO, NFLX, TMF, XOM, YINN, NVDA, JNJ, AMGN, HON, SPXS, TQQQ, EDC, XLU, GLD, TMV, TRVandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Safer WAM, voxed windows" has returned 34.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Safer WAM, voxed windows" is 33.71%. 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.