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Symphonies
V1a Wash it - 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, K‑1‑free strategy that flips among BTAL (defensive anti‑beta), BIL (T‑Bills), and a controlled stake in UPRO (3x S&P 500) based on hot/cold, trend, and volatility gauges, with occasional Energy (XLE) via momentum.
NutHow it works
Positions: BTAL (anti‑beta hedge), UPRO (3x S&P 500), BIL (T‑Bills), sometimes XLE (Energy). Gauges: RSI = hot/cold meter; moving averages = trend; UVXY = volatility. - If many market barometers look “too hot,” hold BTAL. - If markets drop hard, move to BIL or BTAL. - Otherwise: if SPY trends up and vol is calm, pair some UPRO with BTAL; if not, lean to BTAL. A small momentum check can add XLE.
CheckmarkValue prop
Out-of-sample edge: Sharpe 2.20 vs SPY 1.40; annualized return 52% vs 23%; max drawdown 17.7% vs 18.8%; Calmar ~3.0; low beta ~0.35. A tactical BTAL/BIL/UPRO mix delivering higher risk-adjusted gains with smoother downside than the S&P 500.

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Invest in this strategy
OOS Start Date
Nov 25, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation,momentum,volatility regime,defensive rotation,anti-beta,leveraged equities,sector tilt,k-1 free,risk management
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 Wash it - K-1 Free" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a Wash it - K-1 Free" is currently allocated toXLE, BTALandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Wash it - K-1 Free" has returned 48.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a Wash it - K-1 Free" is 17.71%. 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 Wash it - 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.