Skip to Content
Symphonies
V1b BWC: Which WAM Wins
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A one‑at‑a‑time, high‑risk tactical strategy. It picks the calmer of two variants, then uses a quick strength gauge (RSI) comparing bonds vs risky stocks to flip risk‑on or risk‑off, buying the most beaten‑down leveraged fund for a short‑term bounce or an inverse fund if not.
NutHow it works
It first picks the calmer of two similar rule sets (based on 15‑day volatility). Then it compares short‑term “strength” (RSI) of safe bonds vs riskier stocks. If bonds look stronger (stocks weak), it bets on a short‑term rebound by buying one beaten‑down area (tech, small‑caps, semis, biotech, China/EM, or long Treasuries) using leveraged ETFs. Otherwise it buys an inverse ETF (short Nasdaq/ARK/biotech/real estate/bonds). High risk; uses 2x/3x funds for short trades.
CheckmarkValue prop
Out-of-sample edge: ~25.7% annualized return vs SPY’s ~24.4%, via a disciplined risk-on/risk-off rotation with leveraged ETFs. Higher upside in volatile markets, but larger drawdowns (≈64% vs SPY’s ~19%).

Loading backtest data...

Invest in this strategy
OOS Start Date
Oct 16, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, leveraged etfs, mean reversion, risk on/off, short-term trading, single-etf, macro/style rotation
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X Shares
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X Shares
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
Stocks
PSQ
ProShares Short QQQ
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.

"V1b BWC: Which WAM Wins " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1b BWC: Which WAM Wins " is currently allocated toEDC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1b BWC: Which WAM Wins " has returned 47.59%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1b BWC: Which WAM Wins " is 63.25%. 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 "V1b BWC: Which WAM Wins ", 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.