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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 defensive, tactical mix that mostly holds an anti‑beta fund (BTAL), adds or removes a slice of 3x S&P 500 (UPRO) when trend and volatility are favorable, parks in T‑Bills (BIL) when markets get jumpy, and occasionally tilts to Energy (XLE).
NutHow it works
It first checks if markets are calm or jumpy. If jumpy, it parks in T‑Bills (BIL) or leans on an “anti‑beta” fund (BTAL) that tends to do well when hot stocks cool off. If calm and the S&P 500 trend is up, it blends BTAL with a slice of a 3x S&P fund (UPRO). When things look overheated, it flips back to BTAL. Sometimes it adds Energy (XLE).
CheckmarkValue prop
Out-of-sample edge: ~58.5% annualized return vs ~24.1% S&P, Sharpe ~2.36 vs ~1.41, Calmar ~3.30, max drawdown ~17.7% vs 18.8%, beta ~0.37. A defensive, signal-driven strategy that preserves upside while reducing downside.

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Invest in this strategy
OOS Start Date
Nov 25, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, volatility-aware, anti-beta, leveraged equity, defensive, factor tilt, k-1 free
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toBTALandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Wash it - K-1 Free" has returned 58.49%. 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, crypto, and options.