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Symphonies
V1a BWC: Which WAM Wins
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A one‑position, rules‑based swing strategy that flips between leveraged “long” ETFs and inverse ETFs. It decides with a bonds‑vs‑stocks strength test (RSI) and then picks the week’s strongest ETF, favoring the version with lower recent drawdowns/volatility.
NutHow it works
Every ~2 weeks it asks: are U.S. Treasury bonds showing more short‑term strength than risky stocks? (RSI = recent up‑vs‑down strength, 0–100.) If yes, it buys the strongest 1 fund from a list of aggressive longs (tech, small‑caps, semis, biotech, China/EM, or long Treasuries). If no, it buys the strongest 1 inverse fund (short QQQ/ARKK, bonds, real estate, biotech, or S&P 500). A meta‑layer prefers the calmer of two near‑identical rule sets.
CheckmarkValue prop
Rules-based tactical rotation aiming for higher upside than the S&P by swapping between leveraged longs and inverse ETFs when bonds lead. Out-of-sample returns ~43%/yr with ~0.87 Sharpe and ~0.75 Calmar, with built-in risk controls to curb drawdowns.

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Invest in this strategy
OOS Start Date
Oct 15, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, momentum, risk-on/risk-off, leveraged etfs, inverse etfs, trend-following
Tickers in this symphonyThis symphony trades 22 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
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X 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

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: Which WAM Wins " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a BWC: Which WAM Wins " is currently allocated toLABU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a BWC: Which WAM Wins " has returned 48.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a BWC: Which WAM Wins " is 57.01%. 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: Which WAM Wins ", 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.