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Symphonies
V1a WAM 28 Oct 2011 - K-1 Free
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, tactical strategy. In big tech-led dips it either fades a sharp bounce with inverse ETFs or buys the worst-hit 3x bull funds. Otherwise it uses quick bond-vs-stock checks to buy dips in high-octane funds or shift to a defensive/hedged mix.
NutHow it works
Step 1: Watch TQQQ (a fast-moving tech fund). If it fell hard over 6 days, either short after a big 1‑day bounce, or buy the 3 most beaten‑down “3x” bull funds (tech, semis, S&P, Dow). Step 2: Otherwise, run 2 quick checks: are bonds or stocks stronger lately? If bonds look stronger (fear), buy short‑term laggards from a high‑octane list. If stocks look stronger, rotate into a calmer, defensive/hedged mix (tech/health/utilities/staples, Treasuries, or 1x shorts).
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.55, Calmar 2.55, annualized return 112% vs SPY ~19.9%, max drawdown ~44%. A fast, tactical mean-reversion strategy on tech/high-beta with hedges—potentially stronger risk-adjusted gains than SPY.

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Invest in this strategy
OOS Start Date
Jul 20, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, momentum and mean reversion, market timing, risk-on/risk-off, volatility-based selection, sector rotation, hedging/shorting
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHZ
Schwab US Aggregate Bond ETF
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X 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 WAM 28 Oct 2011 - K-1 Free" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a WAM 28 Oct 2011 - K-1 Free" is currently allocated toXLV, CURE, XLK, UDOWandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a WAM 28 Oct 2011 - K-1 Free" has returned 103.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a WAM 28 Oct 2011 - K-1 Free" is 44.01%. 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 WAM 28 Oct 2011 - K-1 Free", 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.