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Symphonies
V1b BWC: Which WAM Wins
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A single‑ETF, contrarian switcher. It picks the calmer of two engines, checks if bonds or stocks look stronger on a short‑term up/down score (RSI), then buys the biggest recent loser in a bullish or bearish ETF basket, aiming for a quick rebound.
NutHow it works
Two similar engines compete. First, the strategy picks the calmer one (lower 15‑day volatility). That engine compares a “safety” bond fund vs a “risk” stock fund using RSI—a 0–100 score of recent up vs down days. If bonds score higher, it shops a bullish basket; if stocks score higher, a bearish basket. It then buys exactly 1 ETF: the one that fell most over ~4 days, aiming for a short‑term bounce. Holds one ETF at a time.
CheckmarkValue prop
Out-of-sample annualized return ~39% vs ~24% for the S&P 500. A disciplined, single-ETF contrarian strategy using a volatility filter and quick mean-reversion to buy laggards offers outsized upside with a measured risk profile (Calmar ~0.60).

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Invest in this strategy
OOS Start Date
Oct 16, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, mean reversion, momentum filter (rsi), leveraged/inverse etfs, volatility overlay, single-position, sector 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 toDRV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1b BWC: Which WAM Wins " has returned 38.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1b BWC: Which WAM Wins " is 64.49%. 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, crypto, and options.