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Symphonies
V1a Fund Surfing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A volatility-gated, buy-the-dip rotation among leveraged US stock funds (UPRO/TQQQ) and Treasuries (IEF/SHY): calm markets go all-in the most beaten fund; medium volatility split half bonds/half that pick; high volatility hold only Treasuries.
NutHow it works
It looks at the last ~1 month of S&P 500 “choppiness” (realized daily volatility). - If very calm (<1%), go 100% into whichever has fallen most recently (lowest RSI: a quick 0–100 score of recent up vs down; lower = more sold off) among UPRO (3× S&P 500), TQQQ (3× Nasdaq 100), or IEF (7–10yr Treasuries). - If somewhat choppy (<2%), hold 50% SHY (1–3yr Treasuries) + 50% that pick. - If very choppy (≥2%), hold 50% SHY + 50% IEF.
CheckmarkValue prop
Volatility-gated two-sleeve rotation that buys the dip in calm markets with leveraged equities and shifts to Treasuries in turbulence. Out-of-sample: ~36% annualized return vs SPY ~22%, with alpha and disciplined risk management.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.980.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
687.56%14.04%1.36%5.73%0.85
V1a Fund Surfing
11,568.5%35.4%9.93%34.95%1.21
Initial Investment
$10,000.00
Final Value
$1,166,849.52
Regulatory Fees
$3,726.39
Total Slippage
$21,341.36
Invest in this strategy
OOS Start Date
Apr 2, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical rotation, mean reversion, volatility targeting, leveraged etfs, us equities, treasuries, risk management
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 Fund Surfing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a Fund Surfing" is currently allocated toIEF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Fund Surfing" has returned 36.02%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a Fund Surfing" is 39.75%. 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 Fund Surfing", 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.