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Symphonies
Samurai Surge - Mar 12
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, regime switcher: in panicky markets it plays defense and selectively buys 3× tech on oversold bounces; in calmer markets it rotates to Europe, going 3× long or −2× short based on trend and bond‑vs‑stock strength.
NutHow it works
It first asks: is market fear very high (via VIXM, a volatility fund)? If yes, it runs a crash playbook: park in T‑Bills (BIL), sometimes add volatility (UVXY/VIXY) and anti‑beta (BTAL), and only buy 3× Nasdaq‑100 tech (TQQQ) on sharp pullbacks or when trend is OK. If fear isn’t extreme, it trades Europe: 3× long (EURL) or −2× short (EPV) based on Europe’s trend and bond‑vs‑stock strength. Signals used: RSI (how hot/cold), moving average (trend), drawdown (peak‑to‑low), recent % moves.
CheckmarkValue prop
Out-of-sample edge: 131.6% annualized return vs SPY’s 45.6%, Calmar 8.42, and Sharpe 2.95. It defends during spikes and opportunistically rotates to Europe in calm markets, delivering higher growth with disciplined risk management.

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Invest in this strategy
OOS Start Date
Apr 16, 2025
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility regime, trend-following, mean reversion, europe rotation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EPV
ProShares UltraShort FTSE Europe
Stocks
EURL
Direxion Daily FTSE Europe Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IEUR
iShares Core MSCI Europe ETF
Stocks
IEV
iShares Europe ETF
Stocks
IWM
iShares Russell 2000 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.

"Samurai Surge - Mar 12" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Samurai Surge - Mar 12" is currently allocated toEPV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Samurai Surge - Mar 12" has returned 131.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Samurai Surge - Mar 12" is 15.62%. 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 "Samurai Surge - Mar 12", 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.