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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

Fast, tactical, tech‑tilted ETF strategy. After sharp drops it either buys the dip or briefly hedges. Otherwise it follows bond‑vs‑stock “weathervanes” (via RSI) to rotate between leveraged bull funds and a calmer sector mix with an optional hedge.
NutHow it works
Two modes: 1) Big drop: If 3x Nasdaq (TQQQ) fell >11% in 6 days, then a >5.5% daily bounce = short-term hedge (best of SQQQ, UVXY, TMV). Otherwise, buy 3 weakest 3x bulls (TQQQ, SOXL, TECL, UPRO, UDOW). 2) Else: Many bond‑vs‑stock checks using RSI (0–100; more up‑days = higher). That steers it to either buy dips in select 3x bulls or hold calmer sector ETFs (XLK/XLV/XLU/XLP) plus a small S&P short (SH).
CheckmarkValue prop
Out-of-sample: ~64% annualized return, Sharpe ~1.21, Calmar ~1.47—well ahead of SPY (~22%). Expect larger drawdowns (~43% vs ~19%), but dynamic hedging and RSI-driven rotations aim for bigger upside with controlled risk.

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Invest in this strategy
OOS Start Date
Jun 13, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical etf rotation, leveraged etfs, dip-buying, hedging, rsi-based signals, tech-tilted, bonds vs stocks
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.

"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, TMF, CURE, XLUandXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WAM 28 Oct 2011" has returned 64.38%. 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, crypto, and options.