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Symphonies
V2 BWC Modified v4 pops
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based and tech-tilted: rides uptrends with leveraged tech, but flips fast into volatility hedges, inverse tech, bonds, or cash when the market looks overbought, fearful, or weak. Uses simple hot/cold momentum (RSI) and VIX to decide.
NutHow it works
Each day it reads two dials: momentum (RSI, a 0–100 hot/cold score; >~80 very hot, <~30 very cold) and fear (VIX). If tech beats staples, it rides uptrends with leveraged tech funds (mainly TECL/SOXL) when QQQ is above trend. If things get too hot or after a 5–6% pop, it briefly flips to UVXY/VIXY or inverse tech (SOXS/TECS). When fear rises or losses stack up, it moves to T-bills (BIL) or defensive bond/market-neutral ETFs (TMF/BTAL). Rebalances daily.
CheckmarkValue prop
Tech-led, rules-based strategy offers higher upside: ~27.7% OOS return vs SPY 19.6%, plus alpha and Calmar ~0.63. Dynamic hedging and daily regime shifts aim to capture tech rallies while managing risk - stronger growth, but larger drawdowns in stressed markets.

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Invest in this strategy
OOS Start Date
Mar 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, volatility timing, sector rotation, leveraged etfs, risk management
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
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
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
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 Modified v4 pops " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V2 BWC Modified v4 pops " is currently allocated toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V2 BWC Modified v4 pops " has returned 33.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V2 BWC Modified v4 pops " is 43.68%. 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 Modified v4 pops ", 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.