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Symphonies
V1c Fund Surfing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Risk-on/risk-off. Calm markets: go all-in on the most “beaten-down” pick among two 3x tech funds (TECL/TQQQ) and IEF. Medium volatility: split with SHY. High volatility: split SHY/IEF. RSI picks the recent loser; SPY’s volatility sets risk.
NutHow it works
Uses SPY (big US stock market fund) 21-day volatility to set risk. - Calm: 100% in the one of TECL/TQQQ/IEF with the lowest 21-day RSI (a 0–100 score of recent moves; low = recently fell). - Medium: 50% SHY + 50% that pick. - High: 50% SHY + 50% IEF. TECL/TQQQ are 3x tech/Nasdaq funds (very risky); SHY/IEF are Treasury bond funds. Trades when conditions change.
CheckmarkValue prop
Out-of-sample: ~56.7% annualized return vs ~22.6% for SPY; Sharpe ~1.37, Calmar ~1.35. Higher upside but larger drawdowns (~42% vs ~19%). A regime-aware strategy designed to beat the S&P with managed risk.

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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, mean reversion, leveraged tech etfs, treasuries, risk-on/risk-off
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.

"V1c Fund Surfing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1c Fund Surfing" is currently allocated toIEF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1c Fund Surfing" has returned 56.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1c Fund Surfing" is 42.14%. 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 "V1c 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.