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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 switcher that leans into 3× U.S. stock ETFs in healthy trends and flips to safety (anti‑beta, volatility hedges, shorts, bonds, or T‑Bills) when trends weaken, using RSI “speedometer” readings and moving‑average guards.
NutHow it works
Each day it checks big U.S. stock indexes and tech (SPY/QQQ/DIA; XLK; SOXX) and often their 3× versions (UPRO/TQQQ/UDOW/TECL/SOXL). It uses RSI, a 0–100 “speedometer” of momentum: >50 uptrend, <50 weak; >80 hot, <30 washed‑out. In uptrends it holds the index (often 3×). If overheated it hedges with VIXY/UVXY. In weak trends it shifts to BTAL, shorts (SH/SDS/PSQ), bonds (BND/TLT/AGG) or T‑Bills (BIL), unless a wash‑out triggers a buy‑the‑dip. Extra checks use bond vs cash and 20–200‑day MAs.
CheckmarkValue prop
Out-of-sample, this strategy targets far higher upside than the S&P 500: ~49.6% annualized vs ~21.2%, with Calmar ~2.09. It can see bigger drawdowns (~23.7%), but uses momentum rotation and hedges to pursue gains while managing risk.

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Invest in this strategy
OOS Start Date
Jan 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,leveraged etfs,risk management,volatility hedge,us equities,bonds,t-bills
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 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 toUPRO, SOXX, QQQ, BTALandDIA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V2 BWC: Medium Time Frame Switches " has returned 47.09%. 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.