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Symphonies
V1 BWC: Rough Around The Edges
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, six sleeves track SPY/QQQ over 7/10/14 days. On sharp dips they buy 3× index funds (SPXL/TQQQ); when markets look overheated they switch to UVXY; otherwise they hold SPY/QQQ. Seeks to buy dips and hedge at extremes.
NutHow it works
Your money is split into 6 slices: 3 watch the S&P 500 fund (SPY) and 3 watch the Nasdaq‑100 fund (QQQ) over the past 7/10/14 days. Each day, if recent moves look very washed out, that slice buys a 3× version (SPXL/TQQQ). If things look overheated, it buys UVXY (a volatility fund that jumps when stocks fall). Otherwise it holds SPY/QQQ. All slices update daily.
CheckmarkValue prop
Out-of-sample, the six-sleeve strategy delivered ~31.8% annualized return vs SPY’s 16.4%, with Sharpe ~0.94 and Calmar ~1.16. A dip-buying plus volatility hedge approach offers stronger risk-adjusted growth, despite higher drawdowns.

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Invest in this strategy
OOS Start Date
Jul 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Us equities, tactical timing, mean reversion, rsi extremes, leveraged etfs, volatility hedge
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.

"V1 BWC: Rough Around The Edges" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1 BWC: Rough Around The Edges" is currently allocated toQQQandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 BWC: Rough Around The Edges" has returned 31.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1 BWC: Rough Around The Edges" is 27.43%. 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: Rough Around The Edges", 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.