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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 two-sleeve, volatility-aware plan: in calm markets, make one concentrated “buy the dip” pick among 3× US stock funds or Treasuries; as volatility rises, shift half to short Treasuries, and in high volatility hold 50% short- and 50% intermediate Treasuries.
NutHow it works
It checks how bumpy SPY has been over ~1 month. Two sleeves: If bumps are very small, both buy the single “most beaten‑up” option (lowest 21‑day RSI—a score of recent declines) from UPRO (3× S&P 500), TQQQ (3× Nasdaq‑100), or IEF (7–10y Treasuries). If bumps are moderate, one sleeve sits in SHY (1–3y Treasuries) and the other still buys the most beaten‑up. If bumps are big, hold 50% SHY and 50% IEF.
CheckmarkValue prop
Out-of-sample: ~37% annualized return with ~1.20 Sharpe vs S&P ~22%. A volatility-tuned two-sleeve allocation aims for higher upside in calm markets and protection in spikes. Expect larger drawdowns than the S&P, but potentially far greater growth.
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
690.78%13.85%-0.15%0.4%0.84
V1a Fund Surfing
12,380.55%35.35%0.98%6.96%1.21
Initial Investment
$10,000.00
Final Value
$1,248,054.69
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 targeting, mean reversion, leveraged etfs, us equities, us treasuries
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 35.74%. 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.