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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

A daily, rules‑based, high‑risk strategy. It compares short‑term bond vs stock strength, then buys the biggest recent dip either in leveraged bullish funds (if bonds look stronger) or in inverse funds (if stocks look stronger). Split across 5 equal sleeves.
NutHow it works
It splits your money into 5 equal sleeves. Each day, each sleeve asks: over the last 10–15 days, are bonds (BND/AGG/SCHZ/TYD) stronger than stocks (QQQ or small‑caps via URTY)? RSI is a quick “who’s stronger now?” score. If bonds look stronger, it buys the biggest 4‑day dip from bullish funds (e.g., TECL tech 3x, UPRO S&P 3x, TMF Treasuries 3x). If stocks look stronger, it buys the biggest 4‑day dip among inverse funds (e.g., PSQ short QQQ, SH short S&P). Rebalanced daily.
CheckmarkValue prop
Out-of-sample annualized return ~60% vs SPY ~21%, with Calmar ~1.33 and Sharpe ~1.13. Expect higher volatility and larger drawdowns (~45% vs ~19%), reflecting a high-octane leveraged mean-reversion strategy.

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Invest in this strategy
OOS Start Date
Jul 12, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical allocation, mean reversion, relative strength, daily rebalancing, multi-asset
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 ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
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 toLABU, YANGandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WAM Collection Live" has returned 64.23%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "WAM Collection Live" is 45.53%. 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, and options.