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Symphonies
WAM Collection Live
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, contrarian mean‑reversion using leveraged ETFs. Compares bond vs stock RSI to pick a side: if bonds lead, buy the weakest bull ETF; if stocks lead, buy the weakest inverse ETF. Five parallel sleeves, equal‑weighted. High risk/volatility.
NutHow it works
Every day it checks if bonds look stronger than stocks using a short‑term “heat” score (RSI: 0–100; higher = stronger recent up‑moves). If bonds > stocks, it buys 1 beaten‑down, high‑octane bull ETF for a bounce. If stocks > bonds, it buys 1–2 beaten‑down inverse ETFs (rise when markets fall) for a pullback. It runs five variants of this test (BND/AGG/SCHZ vs QQQ/URTY) and splits money across them. Uses 2x–3x funds; very volatile.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~61% annualized return vs ~21% for the S&P, with Calmar ~1.35 and Sharpe ~1.14—strong risk-adjusted upside. Diversified across five RSI-driven sleeves; note potential drawdowns near ~46%.

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Invest in this strategy
OOS Start Date
Jul 12, 2023
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, leveraged etfs, rsi regime filter, tactical allocation, daily rebalancing, long/short
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X Shares
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X Shares
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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 Collection Live" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"WAM Collection Live" is currently allocated toDRVandJDST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WAM Collection Live" has returned 61.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "WAM Collection Live" is 45.57%. 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 Collection Live", 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.