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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 tactical, short‑term strategy that switches between “buying the dip” in leveraged stock ETFs, briefly shorting after extreme bounces, and rotating based on whether bonds or stocks look stronger using an RSI‑style strength score.
NutHow it works
It’s a fast, rules‑based trader. - If the 3x Nasdaq fund (TQQQ) crashes over ~1 week, it usually “buys the dip” in 3 beaten‑down 3x bullish funds (tech/semis/S&P). If there’s a huge 1‑day rebound, it briefly picks a bearish ETF instead. - Otherwise, it compares bonds vs stocks using RSI (a 0–100 score of recent up vs down days). If bonds look stronger, it buys 2 short‑term losers for a snapback. If stocks look stronger, it holds 3 ETFs with the biggest recent moves.
CheckmarkValue prop
Rules-based, short-term rotation strategy in leveraged ETFs. Out-of-sample Sharpe ≈1.56 vs S&P 1.24; higher upside (≈113% annualized). Strong risk-adjusted profile (Calmar ≈2.58), but expect larger drawdowns in down markets.

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Invest in this strategy
OOS Start Date
Jul 20, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, leveraged etfs, inverse etfs, rsi signals, mean reversion + momentum, risk-on/risk-off, short-term rotation
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
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 Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
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 toXLU, XLKandXLP. 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 113.53%. 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, crypto, and options.