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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: ~33% annualized return vs SPY ~25%; Calmar ~0.53. One-ETF contrarian mean-reversion using a calmer engine and RSI to switch risk-on/off, then buys the laggard for quick rebounds. Higher upside, but ~63% max drawdown—risk-tolerant investors only.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.930.40.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
73.18%16.95%1.36%5.73%0.99
V1b BWC: Which WAM Wins
42,184.88%460.58%10.71%51.27%2.7
Initial Investment
$10,000.00
Final Value
$4,228,487.82
Regulatory Fees
$21,190.65
Total Slippage
$136,660.13
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 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.

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

Year-to-date, "V1b BWC: Which WAM Wins " has returned 33.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1b BWC: Which WAM Wins " is 63.26%. 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.