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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 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 edge: ~40.5% annualized return vs SPY's ~25%; but higher risk (57% drawdown vs 18.8%) and lower Sharpe (0.84 vs 1.46). Two safety wrappers aim to ride big up moves while trimming downside.

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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 0 assets in total
Ticker
Type

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 toSARK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a BWC: Which WAM Wins " has returned 40.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a BWC: Which WAM Wins " is 57.05%. 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.