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Symphonies
Vanguard ETFs FR v5
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactic that hedges when markets look too hot, buys dips when they’re washed out, rides leaders in uptrends, and goes inverse in downtrends—using RSI and a 200‑day trend filter. Very aggressive due to UVXY and 3x ETFs.
NutHow it works
It checks if stocks are overheated, oversold, or trending. - Overheated (RSI>~80): buy UVXY (a fund tied to market “fear”/volatility) and some BTAL (defensive long-low-beta/short-high-beta). - Deeply oversold (RSI<~30): buy TQQQ or UPRO (3x long Nasdaq/S&P) for a rebound. - Uptrend (SPY above 200-day avg): own the 3 strongest Vanguard funds (growth/tech-heavy), about 75% invested. - Downtrend: mostly hold PSQ/SQQQ (inverse Nasdaq), sometimes flip to QQQ/TQQQ for short bounces; bonds (TLT, IEF) guide risk. RSI is a 0–100 “speed of move” gauge; 200-day avg marks trend.
CheckmarkValue prop
Out-of-sample, this strategy offers higher risk-adjusted returns than the S&P: Sharpe ~0.95 vs 0.81, annualized return ~42% vs 14%, alpha ~0.25%, Calmar ~1.74. Strong upside in volatility, with occasional larger drawdowns.

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Invest in this strategy
OOS Start Date
Dec 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, volatility hedge, leveraged etfs, long/short, rsi signals, daily rebalance
Tickers in this symphonyThis symphony trades 34 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
ESGV
Vanguard ESG U.S. Stock ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
MGC
Vanguard Mega Cap 300 Index ETF
Stocks
MGK
Vanguard Mega Cap Growth ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"Vanguard ETFs FR v5" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Vanguard ETFs FR v5" is currently allocated toVOX, MGKandVUG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vanguard ETFs FR v5" has returned 32.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Vanguard ETFs FR v5" is 24.21%. 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 "Vanguard ETFs FR v5", 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.