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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

Volatility‑aware: when markets are calm it bets on short‑term rebounds in one fund (often 3× tech: TECL/TQQQ, or IEF). As volatility rises it shifts to 50% short‑term Treasuries (SHY); in high stress it holds only Treasuries (SHY+IEF).
NutHow it works
It checks how bumpy the S&P 500 (SPY) has been over ~1 month. - Calm (<~1%/day): 100% in the single fund with the lowest 0–100 “recently fallen” score (RSI): TECL or TQQQ (3× tech) or IEF (7–10yr Treasuries). - Medium (1–2%): 50% SHY (1–3yr Treasuries), 50% in that fund. - High (≥2%): 50% SHY, 50% IEF. Trades only on signal changes or ~5% drift.
CheckmarkValue prop
Out-of-sample, this strategy targets ~58% annualized return vs SPY's ~22%, with a ~1.39 Sharpe and ~1.37 Calmar. It shifts to Treasuries during volatility spikes, offering strong growth with risk controls—though extreme drawdowns can occur.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.221.040.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
690.78%13.85%-0.15%0.4%0.84
V1c Fund Surfing
16,147.16%37.61%3.87%6.31%1.16
Initial Investment
$10,000.00
Final Value
$1,624,715.96
Regulatory Fees
$4,548.45
Total Slippage
$27,544.74
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 funds, us treasuries, risk-on/risk-off
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
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
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.

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

Year-to-date, "V1c Fund Surfing" has returned 54.25%. 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, and options.