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Symphonies
V1 BWC: On a WHIM and a prayer
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, high-risk strategy that flips between bullish and bearish leveraged ETFs using a quick bond-vs-small-cap strength check, then buys the most beaten‑down choices for a short‑term bounce, with a dedicated biotech long/short sleeve.
NutHow it works
Daily check: a quick “heat” test compares recent strength in bonds (IEF) to small caps (IWM) using a short-term up-vs-down-days gauge (RSI). If bonds look stronger, it uses bullish ETFs; if not, it uses inverse (bearish) ETFs. Then it buys the 1–2 funds that have slumped most over ~4 days, aiming for a bounce. A biotech sleeve separately flips between LABU (up) and LABD (down) on the same test.
CheckmarkValue prop
Dynamic regime-switching strategy targeting short-term mean reversion in leveraged ETFs with a biotech sleeve. OOS: Sharpe 0.43, annualized 6.9%, max drawdown ~60%, vs SPY 23% annual. Diversification with higher risk and potential regime upside.

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Invest in this strategy
OOS Start Date
Dec 8, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, mean reversion, momentum filter, regime switch, biotech, tech, small caps, treasuries, inverse etfs, daily rebalance, high risk
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SARK
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
Stocks
SH
ProShares Short S&P500
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.

"V1 BWC: On a WHIM and a prayer" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1 BWC: On a WHIM and a prayer" is currently allocated toTMFandURTY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 BWC: On a WHIM and a prayer" has returned 27.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1 BWC: On a WHIM and a prayer" is 59.80%. 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 "V1 BWC: On a WHIM and a prayer", 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.