Skip to Content
Symphonies
V1a Fund Surfing
Today’s Change
—

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

About

A risk-on/risk-off plan: use SPY’s recent volatility to choose between aggressive bets (3x S&P 500 or 3x Nasdaq 100) and Treasuries. Calm markets: all-in on the most “beaten‑down” choice; rising volatility: shift 50%, then 100%, into Treasuries (SHY/IEF).
NutHow it works
Checks how jumpy the S&P 500 (SPY) was over ~21 trading days. - Calm: 100% in the one that has fallen most lately (by RSI): UPRO (3x S&P 500), TQQQ (3x Nasdaq 100), or IEF (7–10y Treasuries). - Moderate: 50% SHY (1–3y Treasuries) + 50% same pick. - High: 50% SHY + 50% IEF. RSI = simple score of recent ups vs downs; low means recently fell.
CheckmarkValue prop
Out-of-sample shows higher long-run growth: 36.8% vs SPY 22.2%, via volatility-guided rotation to levered equities in calm markets and Treasuries in turbulence. Strong upside with manageable risk, though drawdowns may be larger in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.990.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
674.23%13.66%-1.77%0.2%0.83
V1a Fund Surfing
11,543.14%34.68%-3.05%5.54%1.19
Initial Investment
$10,000.00
Final Value
$1,164,313.82
Regulatory Fees
$4,024.03
Total Slippage
$23,295.79
Invest in this strategy
OOS Start Date
Apr 2, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, volatility regime, leveraged equity (upro/tqqq), treasuries (ief/shy), rsi-based rotation, risk-on/off
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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 Fund Surfing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "V1a Fund Surfing" has returned 31.79%. 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, and options.