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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

A daily, rules‑based “risk switch” that rotates between 3× stock ETFs in uptrends and hedges (volatility, anti‑beta, inverse, bonds/cash) in downtrends. It uses RSI, moving averages, drawdown triggers, and bond‑vs‑stock strength to decide when to press or protect.
NutHow it works
It watches five market lenses (Dow, S&P 500, Nasdaq‑100, Tech, Semis). RSI is a 0–100 “speedometer” of recent up vs down days; >50 = uptrend, >80 hot, <30 washed‑out. Uptrend: own the index or its 3× version if short‑term momentum is healthy; if too hot, briefly hedge (VIXY). Downtrend: only buy dips if very oversold; otherwise shift to defenses (BTAL, inverse ETFs, bonds/cash). Bond‑vs‑stock and 200‑day trend checks fine‑tune risk. It picks the best‑behaving lenses and rebalances daily.
CheckmarkValue prop
Out-of-sample results show potential for materially higher upside with controlled risk: ~49.6% annualized vs S&P ~10–12%, Calmar ~2.09, Sharpe ~1.22. Dynamic regime-switching with hedges aims to outperform in uptrends while mitigating drawdowns.
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
335.47%15.23%2.19%5.01%0.88
V2 BWC: Medium Time Frame Switches
662,043.44%133.39%1.74%8.58%2.49
Initial Investment
$10,000.00
Final Value
$66,214,344.14
Regulatory Fees
$146,172.71
Total Slippage
$1,012,042.20
Invest in this strategy
OOS Start Date
Jan 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum & trend, rsi-based regime switching, leveraged etfs, volatility hedging, inverse/short etfs, bonds vs stocks, daily rebalanced
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
SPDR Dow Jones Industrial Average ETF Trust
Stocks
DRIP
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares
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, QQQ, BTAL, TQQQ, DIAandXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V2 BWC: Medium Time Frame Switches " has returned 49.60%. 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, crypto, and options.