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

About

A daily, contrarian strategy that uses a bond‑vs‑stock heat gauge (RSI) to flip between leveraged bull or inverse ETFs, buying the most beaten‑down choices for short‑term rebounds. Very high risk and turnover; broad exposure across tech, small‑caps, China, EM, and Treasuries.
NutHow it works
Split into 5 equal parts and rebalance daily. Each part compares a bond fund vs a stock fund using a simple 0–100 “heat” score (RSI: higher = recently stronger). If bonds look hotter (risk‑off mood), it buys 1 recently beaten‑down bull ETF (tech, S&P 500, small‑caps, semis, biotech, China, EM, long Treasuries). If stocks look hotter, it buys 1–2 beaten‑down inverse ETFs (short Nasdaq/S&P, real estate, China, gold miners, Treasuries). Picks the worst 4‑day performers, aiming for a snap‑back.
CheckmarkValue prop
Out-of-sample, RSI-driven contrarian strategy targets snap-backs across assets, delivering ~60% annualized returns vs ~21% for the S&P, with Calmar ~1.33. Higher drawdowns, but substantially larger upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.240.950.080.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
141.73%15.08%0.54%-0.34%0.79
WAM Collection
128,190.76%212.24%-3.03%5.65%1.97
Initial Investment
$10,000.00
Final Value
$12,829,076.20
Regulatory Fees
$69,631.03
Total Slippage
$470,795.95
Invest in this strategy
OOS Start Date
Jul 12, 2023
Trading Setting
Daily
Type
Stocks
Category
Contrarian, mean reversion, rsi-based timing, leveraged etfs, tactical allocation, daily rebalance, multi-asset, 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" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "WAM Collection" has returned 63.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "WAM Collection" 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", 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.