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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, high‑octane switcher. It compares short‑term strength in bonds vs. risky stocks to flip offense/defense, then buys the most beaten‑down leveraged ETF from a preset list, betting on a short bounce. Very aggressive and high risk.
NutHow it works
Every day the strategy asks: are “safe” bonds or “risky” stocks showing more short‑term strength (a strength score called RSI)? That sets offense or defense. Then it buys ONE leveraged ETF from a small menu—the one that fell the most over ~4 days—aiming for a quick bounce. It repeats daily.
CheckmarkValue prop
Out-of-sample, this strategy aims for about 39.6% annualized return vs the S&P’s ~22.6%, with a favorable risk-adjusted edge (Calmar ~0.88). Daily tactical momentum/mean-reversion seeks faster compounding—accepts higher drawdowns for bigger upside.

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Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, daily rotation, leveraged etfs, long/short, mean reversion, momentum, risk-on/off, etf switching
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 toDRV, CURE, TECL, XLU, XLKandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WAM | Dynamic Sort | Public" has returned 39.63%. 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, crypto, and options.