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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, it buys strong Vanguard stock ETFs in uptrends, shorts Nasdaq in downtrends, buys dips with leveraged ETFs, and when markets look overheated it hedges with volatility (UVXY) plus a defensive factor (BTAL). Uses RSI and trend filters.
NutHow it works
Rebalanced daily. It uses RSI (0–100 heat gauge: >80 very hot, <30 very cold) and trend. - If very hot in SPY/IOO/TQQQ/VTV/XLF/VOX, hedge: 100% UVXY or 75% UVXY + 25% BTAL. - If very cold in TQQQ or SPY, buy TQQQ/UPRO. - Else if SPY > 200‑day avg, own the 3 best Vanguard stock ETFs (last 21 days). - Else, short Nasdaq via SQQQ/PSQ (sometimes QQQ/TQQQ) with bond‑momentum and 20‑day trend checks; blend two bear sleeves by inverse volatility.
CheckmarkValue prop
Out-of-sample, this strategy targets ~42% annualized return vs ~14% for the S&P, with stronger risk-adjusted Sharpe (~0.95) and Calmar (~1.74). It hedges volatility, buys dips with leverage, and rides momentum for higher growth.

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Invest in this strategy
OOS Start Date
Dec 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,trend-following,mean-reversion,volatility hedging,leveraged etfs,inverse etfs,multi-signal
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 toVFMO, VXFandVBK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Vanguard ETFs FR v5" has returned 36.98%. 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.