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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

A risk-on/risk-off switch: buy the most recently beaten‑down fund among leveraged tech or long Treasuries when markets are calm; shift partly or fully into Treasuries as volatility rises.
NutHow it works
It watches how “jumpy” the S&P 500 is over the last month. When markets are calm, it puts everything into the one fund that has fallen the most recently (by a simple up-vs-down score): TECL or TQQQ (3x tech/Nasdaq funds) or TLT (long-term Treasury bonds). When a bit jumpy, it goes 50% into a safer short‑term Treasury fund (SHY) and 50% into that same “most beaten‑down” pick. When very jumpy, it holds only Treasuries: 50% SHY and 50% TLT.
CheckmarkValue prop
Out-of-sample, this strategy targets ~53% annualized return with Sharpe ~1.34 and Calmar ~1.24 vs SPY's ~22%, by riding dips and dialing risk exposure based on market volatility.

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Invest in this strategy
OOS Start Date
Apr 2, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, volatility filter, rsi-based rotation, leveraged tech, treasuries, risk-on/risk-off
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro 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 Fund Surfing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "V1b Fund Surfing" has returned 47.82%. 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, and options.