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Symphonies
V1b Fund Surfing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Volatility‑gated “fund surfing.” In calm markets it buys the most beaten‑down choice among 3 funds (leveraged tech or long Treasuries). As volatility rises it shifts half to SHY, and in very high volatility it sits in a 50/50 mix of SHY and TLT.
NutHow it works
Two equal halves. It first checks how bumpy the S&P 500 (SPY) was over ~21 trading days. If calm, each half buys the “coldest” fund by a 21‑day RSI (a 0–100 score of recent ups vs downs; lower = more beaten‑down) from: TECL (3x Tech), TQQQ (3x Nasdaq‑100), or TLT (long Treasuries). If bumpier, one half parks in SHY (short‑term Treasuries); if very bumpy, the other half parks in TLT.
CheckmarkValue prop
Out-of-sample: ~46% annualized return vs SPY ~23%; Calmar ~1.07, Sharpe ~1.20. Higher upside with tech/treasury diversification and volatility-driven risk controls—delivering stronger, more resilient alpha than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.920.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
687.56%14.04%1.36%5.73%0.85
V1b Fund Surfing
9,531.36%33.75%8.8%56.04%1.08
Initial Investment
$10,000.00
Final Value
$963,135.84
Regulatory Fees
$2,644.92
Total Slippage
$15,558.48
Invest in this strategy
OOS Start Date
Apr 2, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, volatility filter, mean reversion, leveraged etfs, tech, treasuries
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 Fund Surfing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1b Fund Surfing" is currently allocated toTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1b Fund Surfing" has returned 46.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1b Fund Surfing" is 42.91%. 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 Fund Surfing", 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.