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V1.2 - BWC Equities Long/Short 3x w/ RSI hedge using V1b Vol-ey Wolley Mashup
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, risk‑on/risk‑off rotation. When conditions are calm, it rides the strongest 3x stock funds. When warnings appear, it flips to hedges: inverse stocks, long/short Treasuries, dollar, gold, staples, or T‑Bills. It also has a volatility “crash” sleeve.
NutHow it works
Daily check of stock “heat” and bond trend using simple signals (RSI = a hot/cold meter; moving average = a trend line). If stocks look overheated or shaky, it adds hedges: inverse stock funds (e.g., SQQQ/SDS), short bonds (TMV), T‑Bills, dollar (UUP/USDU), gold (GLD), staples (XLP). If calm, it buys the 2–3 strongest 3x stock funds (e.g., TQQQ, UPRO, HIBL, TNA). Bonds flip long (TMF/VGLT/VGIT) when rates fall, short/dollar when rates rise. A momentum sleeve picks the 2 best of SPY, TLT, GLD, UUP, DBC, or cash. In panics, it may buy UVXY.
CheckmarkValue prop
Dynamic risk-on/risk-off strategy using 3x ETFs and hedges with a volatility sleeve. OOS: ~18.9% annualized return, Sharpe 0.60, Calmar 0.315; max drawdown ~60%. Diversifies SPY and may protect capital in volatile regimes.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
1.381.010.110.33
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
127.1%14.77%1.16%2.74%0.77
270,065.75%277.15%10.71%31.98%2.39
Initial Investment
$10,000.00
Final Value
$27,016,574.60
Regulatory Fees
$168,325.61
Total Slippage
$1,181,017.05
Invest in this strategy
OOS Start Date
Aug 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,leveraged etfs,long/short equities,treasuries,momentum,trend following,volatility hedge,macro
Tickers in this symphonyThis symphony trades 35 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
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DXD
ProShares UltraShort Dow 30
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toWANT, HIBLandTNA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 60.03%. 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 the symphony, 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.