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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

Short‑term, rules‑based rotation. In panicky weeks it can short or buy sharp dips; otherwise it toggles between buying brief pullbacks in leveraged funds and a steadier sector mix. Signals come from simple strength checks (RSI) over 10–15 days.
NutHow it works
Two modes. Crash: If 3x Nasdaq (TQQQ) drops >11% in 6 days, then on a >5.5% 1‑day bounce it picks one bearish hedge (SQQQ/UVXY/TMV); otherwise it buys the most beaten‑down 3x bulls (TECL, SOXL, UPRO, UDOW, TQQQ). Normal: Dozens of quick “safety vs risk” checks (bonds/dollar vs stocks) using RSI—a 0–100 “heat” score. If safety looks hotter, it buys 2 recent laggards for a rebound; if risk wins, it holds a calmer sector mix and may add a small S&P hedge.
CheckmarkValue prop
Out-of-sample upside: ~66% annualized vs SPY ~21%, with Calmar 1.52 and Sharpe ~1.24. Dynamic, rules-based rotation (hedges + mean-reversion in leveraged ETFs) targets high returns with risk control; expect higher drawdowns in stress (~43%).

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Invest in this strategy
OOS Start Date
Jun 13, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical rotation, rsi-based signals, mean reversion, leveraged etfs, crash protection, sector rotation, short-term
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 Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
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 toSOXL, EDC, XLU, XLKandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WAM 28 Oct 2011" has returned 66.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "WAM 28 Oct 2011" is 43.66%. 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.