Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
V1a | Fund Surfing | Michael B
Today’s Change
—

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

About

Single-position, tactical rotator. Calm markets: buy the least‑heated fund among SPY/SHY/UPRO/TECL/SOXL by a 20‑day “heat” score (RSI). Hot markets: rotate between TMF or TMV (leveraged long/short long‑term Treasuries) by recent 5‑day drawdown; fallback SPY.
NutHow it works
It first checks UVXY, a fund that jumps when market fear rises, using a 20‑day “heat” score (RSI: 0=cold, 100=hot). If fear isn’t hot (RSI<70): buy 1 fund from SPY (S&P 500), SHY (short Treasuries), UPRO (3x S&P), TECL (3x tech), SOXL (3x semis)—the one with the lowest RSI (recently cooled). If fear is hot: pick TMF (3x long long‑term Treasuries) or TMV (3x short) by which had the smaller worst 5‑day drop; if both were calm, hold SPY.
CheckmarkValue prop
Out-of-sample, this strategy aims for higher upside than SPY—46.7% annualized vs 23.1%—via regime switching between leveraged equities and long-duration bonds. Great gains in volatility, but higher drawdown risk.

Loading backtest data...

Invest in this strategy
OOS Start Date
Dec 20, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, volatility filter, leveraged etfs, equities vs long-term treasuries, mean reversion, single-position
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
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 | Michael B" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "V1a | Fund Surfing | Michael B" has returned 46.71%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a | Fund Surfing | Michael B" is 81.79%. 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 | Michael B", 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.