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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

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, this strategy delivers about 43.5% annualized return with a 0.96 Sharpe and 1.80 Calmar, beating SPY’s ~14% return and 0.79 Sharpe, via risk-on/risk-off rules and momentum rotations for stronger growth with disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.40.250.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
180.04%15.32%2.19%5.01%0.82
Vanguard ETFs FR v5
1,152,328.21%265.07%2.86%3.16%2.6
Initial Investment
$10,000.00
Final Value
$115,242,820.91
Regulatory Fees
$418,403.39
Total Slippage
$2,977,829.51
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 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
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 toVFMO, VTWGandVBK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vanguard ETFs FR v5" has returned 43.51%. 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.