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

About

A short‑term, contrarian, leveraged rotation. It gauges risk mood by comparing bonds vs high‑risk stocks, then buys the weakest ETF on the chosen side (bull or inverse) to play a bounce. Holds up to two positions, favoring lower drawdown and volatility.
NutHow it works
Two fast buy-the-dip mini-strategies run side by side. Each asks: are safer bonds doing better than riskier stocks (using RSI, a simple score of recent up vs down days)? If bonds lead, it picks from bullish 2x–3x ETFs; if stocks lead, from inverse ETFs—then buys the one down most over ~4 days, betting on a bounce. Finally, it splits cash between the version with milder drawdowns and the one with lower recent volatility.
CheckmarkValue prop
Out-of-sample annualized return: 40.7% vs SPY’s 24.4%. A two-slot, risk-aware rotation with leverage targeting mean-reversion, filtered by safety wrappers to curb risk. Higher upside than the S&P 500; expect larger drawdowns in trending markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.850.470.010.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
77.56%17.25%2.19%5.01%1.02
V1a BWC: Which WAM Wins
43,159.05%438.01%9.53%41.32%2.74
Initial Investment
$10,000.00
Final Value
$4,325,905.08
Regulatory Fees
$22,217.24
Total Slippage
$142,407.61
Invest in this strategy
OOS Start Date
Oct 15, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, leveraged etfs, mean reversion, long/short, risk-on/off filter, volatility-aware
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
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
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
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 Shares
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X Shares
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
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 toDRV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a BWC: Which WAM Wins " has returned 40.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a BWC: Which WAM Wins " is 59.98%. 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, crypto, and options.