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Symphonies
V2 BWC: Medium Time Frame Switches
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it toggles between growth (often 3x SPY/QQQ/Dow/Tech/Semis) and defense (T‑Bills, BTAL, inverse/volatility ETFs) using simple heat gauges (RSI), bond‑vs‑cash checks, and trend filters.
NutHow it works
It watches five indexes: SPY=S&P500, QQQ=Nasdaq‑100, DIA=Dow, XLK=Tech, SOXX=Semis; 3x versions: UPRO,TQQQ,UDOW,TECL,SOXL; hedges: VIXY/UVXY (vol), BTAL (anti‑beta), SH/SDS/PSQ (shorts); cash: BIL; bonds: BND. RSI is a 0‑100 “heat” gauge; >50 healthy, <30 washed‑out. When heat is healthy, it rides uptrends (often 3x) with safety brakes. When weak or too hot, it shifts to hedges/cash/bonds. Bond‑vs‑cash and 20/100/200‑day trend filters fine‑tune risk. Rebalanced daily.
CheckmarkValue prop
Out-of-sample: ~49.6% annualized return, Sharpe ~1.23, Calmar ~2.09, vs SPY ~21% return and ~18.8% drawdown. Dynamic hedging and trend rules target higher upside with lower risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.780.830.170.41
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
314.06%14.36%-4.19%-3.74%0.84
V2 BWC: Medium Time Frame Switches
742,737.41%132.07%9.14%14.02%2.48
Initial Investment
$10,000.00
Final Value
$74,283,741.22
Regulatory Fees
$171,201.93
Total Slippage
$1,190,045.81
Invest in this strategy
OOS Start Date
Jan 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,momentum,leveraged etfs,risk-on/risk-off,volatility hedging,us equities,technology,semiconductors,bonds
Tickers in this symphonyThis symphony trades 29 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DRIP
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"V2 BWC: Medium Time Frame Switches " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V2 BWC: Medium Time Frame Switches " is currently allocated toSOXX, BTALandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V2 BWC: Medium Time Frame Switches " has returned 51.79%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V2 BWC: Medium Time Frame Switches " is 23.75%. 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 "V2 BWC: Medium Time Frame Switches ", 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.