Skip to Content
Symphonies
Vanguard ETFs FR v5
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical system that fades extremes and follows trend. Overbought → hedge with UVXY/BTAL. Oversold → buy TQQQ/UPRO. In uptrends → rotate into the 3 hottest Vanguard stock ETFs (75% invested). In downtrends → dynamic Nasdaq long/short. Rebalances daily.
NutHow it works
It’s a rules-driven “risk-on / risk-off” system. - If the market looks extremely hot (short-term “overbought”), it hedges: first choice is UVXY; if less extreme, 75% UVXY + 25% BTAL. - If the market looks washed out (“oversold”), it buys the dip with 3x equity ETFs (TQQQ or UPRO). - Otherwise, if the S&P 500 is in a long-term uptrend, it puts about 75% into the 3 best‑performing Vanguard stock ETFs over the last 21 days (equal weight) and leaves ~25% in cash. - If the S&P 500 is in a downtrend, it uses a Nasdaq-focused long/short sleeve (SQQQ, PSQ, QQQ, TQQQ) guided by short‑term trend and how strong bonds look, aiming to catch drops but also snap‑back rallies. Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~46% annualized return vs ~14% for the S&P, Sharpe ~0.97 vs ~0.78, Calmar ~1.89. Drawdowns larger (~24% vs ~19%), but superior risk-adjusted growth via risk-on/off hedges and momentum rotation.

Loading backtest data...

Invest in this strategy
OOS Start Date
Dec 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum rotation,mean reversion,volatility hedge,leveraged etfs,risk-on/risk-off,u.s. equities
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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, VTWGandVBK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vanguard ETFs FR v5" has returned 45.76%. 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, crypto, and options.