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

About

Single‑fund, tactical strategy. When fear is moderate, buy the most beaten‑down pick from a small equity/bond list (aiming for a quick rebound). When fear runs hot, switch to leveraged long/short long‑Treasury ETFs (TMF/TMV), defaulting to SPY if bonds are calm.
NutHow it works
Holds one fund at a time. 1) Check fear via UVXY’s 20‑day RSI (a 0–100 “hot/cold” score; 70+ is overheated). UVXY jumps when fear spikes. • If fear isn’t overheated (RSI<70): buy the one with the lowest RSI among SOXL (3x chips), TECL (3x tech), UPRO (3x S&P 500), SPY (S&P 500), or SHY (short‑term Treasuries)—the most beaten‑down, aiming for a bounce. • Else (fear high): pick TMF (3x long 20+yr Treasuries) or TMV (3x short) based on which had the smaller worst 5‑day drop. If both sides were calm, hold SPY.
CheckmarkValue prop
Out-of-sample, this tactical single-fund strategy delivers 48.38% annualized return vs SPY 23.17%, with Sharpe 0.92 and Calmar 0.59. It shifts to leveraged Treasuries in fear and buys oversold equities when calm—greater upside than SPY, with higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.522.190.380.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
652.03%15.01%6.16%5.09%0.92
V1a | Fund Surfing | Michael B
1,815,487.86%97.36%4.83%-3.37%1.44
Initial Investment
$10,000.00
Final Value
$181,558,786.03
Regulatory Fees
$633,911.11
Total Slippage
$4,534,982.04
Invest in this strategy
OOS Start Date
Dec 20, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility filter, mean reversion, leveraged etfs, equities, treasuries
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 ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
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 toSHY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a | Fund Surfing | Michael B" has returned 37.67%. 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, and options.