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Symphonies
WAM | Dynamic Sort | Public
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based, risk‑on/risk‑off trader. When stocks look strong it buys one high‑octane ETF (often 3× tech/growth); when they don’t, it moves to Treasuries or inverse ETFs. It adapts to recent market behavior and often buys short‑term dips.
NutHow it works
Daily it asks: are “safe” bonds stronger than “risky” stocks? It compares quick strength (RSI, a 0–100 gauge of recent buying vs selling) of bond ETFs (IEI/AGG/BND/SCHZ) to stock proxies (SPHB/QQQ/URTY). If risk looks strong, it buys one aggressive ETF (often 3× tech/growth). If safety wins, it shifts to long Treasuries or bear/inverse ETFs. It often buys the recent 4‑day laggard (“buy the dip”) and rotates among playbooks based on recent 5–15 day behavior.
CheckmarkValue prop
Out-of-sample annualized return 34.9% vs S&P 22.6%; a risk-on/risk-off rotation that captures growth in up markets and safety in dips. Higher upside, with larger drawdowns (~45% vs ~19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.420.910.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
72.91%15.72%0.54%-0.34%0.95
WAM | Dynamic Sort | Public
17,771.99%298.64%5.26%-7.94%2.63
Initial Investment
$10,000.00
Final Value
$1,787,199.35
Regulatory Fees
$13,941.75
Total Slippage
$88,175.12
Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, risk-on/risk-off, relative strength (rsi), leveraged etfs, inverse etfs, daily rebalancing
Tickers in this symphonyThis symphony trades 42 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
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
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury 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 | Dynamic Sort | Public" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"WAM | Dynamic Sort | Public" is currently allocated toSOXL, EDC, XLU, XLKandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WAM | Dynamic Sort | Public" has returned 40.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "WAM | Dynamic Sort | Public" is 45.20%. 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 | Dynamic Sort | Public", 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.