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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 fast, tech-heavy, rules-based strategy that flips between leveraged longs, hedges, and cash. It uses RSI, VIX, and bonds-vs-stocks strength to call risk-on/off, then rotates into Nasdaq/semis or 1.5–3x AAPL/TSLA/NVDA, or moves to T-Bills/short ETFs. Rebalanced daily.
NutHow it works
Each day it checks simple heat gauges to decide risk-on or risk-off: RSI (a 0–100 gauge of how stretched prices are), fear gauges (VIX), and whether safe U.S. Treasury bonds are acting stronger than high-octane stocks. If risk-on, it rotates into aggressive tech bets (Nasdaq, semiconductors, or 1.5–3x versions of AAPL/TSLA/NVDA). If risk-off or overheated, it parks in T-Bills or flips to hedges. It often buys recent laggards for rebounds and rebalances daily.
CheckmarkValue prop
Out-of-sample: 32.7% annualized return vs 24.4% for the S&P. Dynamic risk-on/off tech tilts seek higher upside with hedges and cash ballast. Note: higher drawdown/volatility accompany the potential.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.441.670.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
73.71%22.78%2.19%5.01%1.43
V1a BWC: Dark Symph
514.08%96.32%3.99%9.07%1.58
Initial Investment
$10,000.00
Final Value
$61,408.42
Regulatory Fees
$393.75
Total Slippage
$2,305.18
Invest in this strategy
OOS Start Date
Oct 18, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend/mean-reversion, leveraged etfs, tech/semiconductors, long/short, volatility filter, daily rebalance
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 toDRVandAMD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a BWC: Dark Symph" has returned 32.72%. 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, crypto, and options.