Skip to Content
Symphonies
V1a BWC: Which WAM Wins
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, tactical, one‑ETF strategy: it compares bond vs stock “heat” to decide risk‑on or risk‑off, then buys the strongest leveraged ETF or a hedge. It also picks the calmer of two similar rule‑sets to curb recent drawdowns/volatility.
NutHow it works
It checks which is “hotter” right now: safe US Treasury bonds (IEF/IEI) or riskier stocks (IWM/SPHB) using RSI—a quick 1–2 week “heat” gauge (higher = stronger recent buying). If bonds win, it buys one aggressive ETF (tech/semis/small‑caps/biotech/China–EM/long bonds) with the best last‑few‑days momentum; otherwise it buys one inverse/hedge ETF (short QQQ/ARKK/S&P, or inverse bonds/real estate/biotech). It runs two near‑identical versions (one can also pick IEF/TYO) and uses the one with lower recent drawdown/volatility.
CheckmarkValue prop
Out-of-sample: 43% annualized vs 24% S&P; Sharpe ~0.87, Calmar ~0.75, beta ~1.0. Regime-switching momentum in leveraged/inverse ETFs aims for bigger upside in trends, with dual-rule risk filtering. Note higher drawdown risk (~58%).

Loading backtest data...

Invest in this strategy
OOS Start Date
Oct 15, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical,momentum,regime switching,leveraged etfs,inverse etfs,growth/tech tilt,risk management
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 toEDC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a BWC: Which WAM Wins " has returned 49.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a BWC: Which WAM Wins " is 56.62%. 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.