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Symphonies
V1e Fund Surfing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Two-part strategy that checks how choppy the S&P 500 has been. If calm, it buys the most beaten‑down option among aggressive tech funds (TECL/TQQQ) or Treasuries. If markets get jumpy, it moves partly or fully into short‑term Treasuries (SHY).
NutHow it works
Splits money 50/50 into two rules that watch SPY’s 21‑day volatility (choppiness). A) If <1, buy the lowest RSI among TECL, TQQQ, IEF; else SHY. B) If <2, buy the lowest RSI among TECL, TQQQ, SHY; else SHY. RSI: 0–100 short‑term strength; low = recently weak. TECL/TQQQ: 3x tech funds. IEF: 7–10y Treas. SHY: 1–3y Treas. SPY: S&P 500 fund.
CheckmarkValue prop
Out-of-sample edge: ~64% annualized return vs ~23% for the S&P, Sharpe ~1.42, Calmar ~1.44 over 976 days. A mean-reversion, volatility-regime strategy blending leveraged tech bets and Treasuries for strong upside with disciplined 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-based, mean reversion, leveraged tech (tecl/tqqq), u.s. treasuries (shy/ief), 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.

"V1e Fund Surfing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1e Fund Surfing" is currently allocated toIEFandTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1e Fund Surfing" has returned 64.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1e 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 "V1e 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.