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Symphonies
WAM with less shit tickers
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it puts 90% into a single leveraged or inverse ETF chosen by a bond‑vs‑small‑cap heat check, then buys the one that dropped the most over 4 days, aiming for a short‑term rebound. High risk; meant for short‑term trading.
NutHow it works
Each day it checks a short‑term “heat gauge” (RSI) on a bond fund (IEF) versus small‑cap stocks (IWM). If bonds look “hotter,” it scans a shelf of bullish funds; otherwise it scans bearish (inverse) funds. It buys just one: the one that fell the most over the last 4 days (a quick bounce bet). 90% goes into that fund; 10% stays in cash.
CheckmarkValue prop
Out-of-sample edge: 25.3% annualized return vs SPY’s 19.5%, with positive alpha. RSI-driven mean reversion in a single-ETF position plus 10% cash aims for quick rebounds and higher upside vs the S&P. Note higher volatility and drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.881.280.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
141.73%15.08%0.54%-0.34%0.79
WAM with less shit tickers
17,300.28%127.22%-0.38%-20.7%1.49
Initial Investment
$10,000.00
Final Value
$1,740,028.15
Regulatory Fees
$15,779.07
Total Slippage
$101,232.30
Invest in this strategy
OOS Start Date
Feb 27, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, inverse etfs, mean reversion, rsi regime filter, daily rebalancing, tactical, single-position, swing trading
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
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
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
SOXX
iShares Semiconductor ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 with less shit tickers" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "WAM with less shit tickers" has returned 36.59%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "WAM with less shit tickers" is 39.79%. 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 with less shit tickers", 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.