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Symphonies
V1d Fund Surfing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A two-lane switch that splits money 50/50. It checks if the market is calm or stormy (recent S&P 500 choppiness). In calm times it buys the most “oversold” pick from turbo tech or bonds; as it gets choppier, it shifts into short- then long‑term Treasuries.
NutHow it works
It runs two side-by-side checks each month-ish. Both first ask: how bumpy has the S&P 500 been lately (past 21 trading days)? - If very calm, each side buys the single fund that’s most “oversold” (the one that has fallen the most recently) from small menus that include two turbo tech funds (TECL, TQQQ) and a bond. - If not calm, one side parks in short-term Treasuries (SHY). If very stormy, the other side parks in long-term Treasuries (TLT). The two picks are then split 50/50.
CheckmarkValue prop
Out-of-sample edge: ~63.7% annualized return vs SPY ~22.6%, Sharpe ~1.41, Calmar ~1.43. Dynamic risk-off/mean-reversion tilts to tech and Treasuries offer bigger upside with disciplined risk—beware larger storm drawdowns.

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Invest in this strategy
OOS Start Date
Apr 2, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, volatility targeting, mean reversion, leveraged etfs, bonds, 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.

"V1d Fund Surfing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1d Fund Surfing" is currently allocated toIEFandTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1d Fund Surfing" has returned 63.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1d Fund Surfing" is 44.56%. 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 "V1d 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.