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Symphonies
WAM 28 Oct 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, tactical strategy. In crashes it may short or buy volatility; otherwise it runs many quick “safer vs risk” checks and either buys short‑term dips in leveraged funds or rotates into a sector/defensive mix. Extremely high risk.
NutHow it works
1) Big drop check: If a tech‑heavy fund (TQQQ, 3x Nasdaq) fell >11% in 6 days: - If a huge up day just happened (>5.5%), pick 1 from: SQQQ (3x short Nasdaq), UVXY (volatility), or TMV (3x short long Treasuries) with best recent pop. - Else, buy the 3 most beaten‑down 3x equity funds (e.g., TQQQ, SOXL, TECL, UDOW, UPRO). 2) Otherwise, run many small tests comparing “safer” funds (bonds, dollar, hedges) vs “risk” funds (stocks, energy, small‑caps). If safer looks stronger, buy short‑term laggards from a basket of leveraged funds; if not, rotate into a sector mix (tech, healthcare, utilities, staples, or a simple short S&P hedge).
CheckmarkValue prop
Out-of-sample edge: ~64.7% annualized return vs SPY ~21.4%, Sharpe ~1.24, Calmar ~1.48. A nimble hedging/rotation approach aims for big upside in volatility with risk controls; drawdowns can reach ~43% in stress.

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Invest in this strategy
OOS Start Date
Jun 13, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, mean reversion, momentum, risk-on/risk-off, sector rotation, volatility/hedging
Tickers in this symphonyThis symphony trades 28 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHZ
Schwab US Aggregate Bond ETF
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.

"WAM 28 Oct 2011" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"WAM 28 Oct 2011" is currently allocated toXLV, CURE, XLU, XLKandUDOW. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WAM 28 Oct 2011" has returned 64.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "WAM 28 Oct 2011" is 43.64%. 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 "WAM 28 Oct 2011", 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.