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Symphonies
V1a BWC: Dark Symph
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, high‑risk, tech‑tilted rotation. It flips among leveraged bull ETFs, inverse ETFs, or cash using simple gauges: RSI (0–100 speedometer), bonds vs stocks, and VIX. It sometimes buys recent laggards for a bounce and hedges when panic rises.
NutHow it works
RSI is a 0–100 speedometer: high=overheated, low=washed‑out. 1) If QQQ/SPY are overheated (RSI≈80+) → park in BIL (cash‑like). 2) If very oversold → buy tech bulls (e.g., TECL/TQQQ). 3) Compare bonds (IEF/IEI) vs risky stocks/PSQ to label risk‑on/off: go long AAPL/TSLA/NVDA via leveraged ETFs in risk‑on; use their bearish versions or PSQ/SQQQ in risk‑off. 4) VIX spikes → hedge/short (e.g., SPXU). 5) Else rotate by 1–3mo momentum or buy the worst 4‑day laggard for a bounce. Rebalances daily.
CheckmarkValue prop
Out-of-sample annualized return ~28.27% vs S&P ~24.44%; max drawdown ~44% vs ~19%; Calmar ~0.64. A tech‑tilted, dynamic rotation with hedges offers higher upside with managed risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.41.680.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
72.07%21.28%-0.15%0.4%1.36
V1a BWC: Dark Symph
453.22%83.67%-3.56%-11.46%1.45
Initial Investment
$10,000.00
Final Value
$55,321.97
Regulatory Fees
$408.58
Total Slippage
$2,447.83
Invest in this strategy
OOS Start Date
Oct 18, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, leveraged etfs, long/short, tech-heavy, momentum + mean reversion, volatility hedging, bonds vs stocks, daily rebalancing, high risk
Tickers in this symphonyThis symphony trades 50 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Daily AAPL Bear 1X Shares
Stocks
AMD
Advanced Micro Devices
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
ENPH
Enphase Energy, Inc.
Stocks
ERX
Direxion Daily Energy Bull 2X 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.

"V1a BWC: Dark Symph" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a BWC: Dark Symph" is currently allocated toTSLS, NVDL, EDCandAAPB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a BWC: Dark Symph" has returned 25.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a BWC: Dark Symph" is 44.18%. 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 "V1a BWC: Dark Symph", 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.