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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 tactical, all‑in strategy that flips between leveraged Nasdaq‑100, cash/hedges, and long/short Europe. It uses fear (VIX), trend, “hot/cold” (RSI), recent drops, and bond‑vs‑stock strength to decide when to attack or hide.
NutHow it works
1) Checks market fear (VIX). If fear is extreme, it runs a US‑tech playbook around TQQQ: step into cash/volatility hedges when tech looks “too hot” (RSI, a 0–100 heat gauge, is high); buy oversold rebounds after sharp drops; or ride the uptrend when QQQ is above its 25‑day average. 2) If fear isn’t extreme, it trades Europe: long (EURL) when trend is up, short (EPV) when down, guided by whether bonds look stronger than stocks (a safety gauge). It always splits evenly across the picks.
CheckmarkValue prop
Out-of-sample: ~108% annualized return with Calmar ~6.92 and Sharpe ~2.58 vs SPY ~3.09. It thrives on big moves in tech and Europe, using hedges and regime switches to capture upside while controlling risk, though drawdowns can exceed SPY.

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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, risk-on/risk-off, volatility filter, trend + mean reversion, us tech, europe long/short
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 ETF
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 toEURL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Samurai Surge - Mar 12" has returned 90.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Samurai Surge - Mar 12" is 20.35%. 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, and options.