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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

A volatility-based, contrarian rotation that toggles between leveraged tech funds and US Treasuries. In calm/medium markets it buys the most recently beaten‑down option among TECL/TQQQ/IEF; as volatility rises, it shifts toward SHY and IEF.
NutHow it works
The strategy first checks how calm or choppy the S&P 500 has been over about a month. Then: - Calm: put 100% into whichever of TECL, TQQQ, or IEF has fallen the most recently (seeking a bounce). - Somewhat choppy: 50% SHY + 50% that same pick. - Very choppy: 50% SHY + 50% IEF. Trades only if weights drift >5%.
CheckmarkValue prop
Out-of-sample: ~58% annualized return vs SPY ~22%, Calmar ~1.37, Sharpe ~1.39 (near SPY). Higher drawdown (~42% vs ~19%), but stronger upside in volatile markets through tech/treasury rotation.
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
674.23%13.66%-1.77%0.2%0.83
V1c Fund Surfing
16,682.7%37.79%3.66%17.67%1.17
Initial Investment
$10,000.00
Final Value
$1,678,270.09
Regulatory Fees
$4,644.83
Total Slippage
$28,198.73
Invest in this strategy
OOS Start Date
Apr 2, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Volatility regime, contrarian rotation, leveraged tech, us treasuries, rsi-based selection, tactical asset allocation
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 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.

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

Year-to-date, "V1c Fund Surfing" has returned 55.14%. 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.