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Symphonies
Samurai Surge - Mar 12
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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
Regime-switching strategy that defends in fear and seeks upside in calm markets. Stress: cash/hedges with selective 3x tech; calm: levered Europe. Out-of-sample: Calmar ~10.8, Sharpe ~3.35, beta ~0.54 vs S&P.

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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 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.

"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 168.58%. 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.