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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, risk‑on/off system. When trends and “canary” checks look healthy, it rides top‑gaining leveraged US stock ETFs. When conditions weaken or fear spikes, it rotates to Treasuries, T‑Bills, USD, gold, utilities, or commodities. Uses several short lookbacks to stay adaptive.
NutHow it works
- Read the room: simple trend checks (S&P vs its recent averages), Tech vs Utilities, and bonds vs cash decide risk‑on/off. - Risk‑on: hold 2–3 top‑gaining leveraged US stock ETFs (SPXL/TQQQ/UPRO/UDOW). - Risk‑off: favor Treasuries (TMF), T‑Bills (BIL), Utilities (XLU), USD (USDU), gold/commodities (UGL/PDBC) or bearish ETFs if they’re winning. - Safety valves: fear spikes (VIX) or extreme moves (RSI: speed of recent moves) can flip to cash/hedges. Uses multiple short lookbacks (~2–12 wks). Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~34.6% annualized return vs SPY’s ~24.3%, with beta ~0.91 and Calmar ~1.03. A dynamic risk-on/risk-off system that seeks bigger upside while diversifying market risk.

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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/off, leveraged etfs, volatility hedging, commodities, bonds
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, 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, TYD, GLTR, UGL, TQQQ, EMB, JDST, PDBC, LABD, XLK, UDOW, TMVandDBB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Safer WAM, voxed windows" has returned 34.58%. 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, crypto, and options.