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Symphonies
WAMgasm Backtest mod | BT 1/1/2016
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑driven, high‑octane rotation that flips between leveraged bull and bear ETFs across stocks, bonds, and sectors. It uses simple “market heat” and “bond strength” checks, then buys the strongest recent performers (or a full bull/bear basket).
NutHow it works
It blends several mini-strategies that each ask three questions: (1) Is the S&P 500 very strong now? (2) Are long‑term US Treasury bonds trending up? (3) Are stocks beating bonds? Based on the answers, it either buys the strongest 1–3 bullish funds, the strongest bearish funds, or an 8‑ETF bull/bear basket. Picks are ranked by recent 4‑week performance.
CheckmarkValue prop
Out-of-sample: 34.5% annualized vs 22.8% S&P, achieved with regime-switching, leveraged ETF rotation that captures uptrends and hedges declines. Expect larger drawdowns (44.5% vs 18.8%) and lower Sharpe (~0.81 vs 1.35), but Calmar ~0.78 signals long-run viability.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.870.920.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
291.3%13.73%2.19%5.01%0.81
WAMgasm Backtest mod | BT 1/1/2016
512,663.54%123.75%-13.28%15.42%1.61
Initial Investment
$10,000.00
Final Value
$51,276,353.98
Regulatory Fees
$271,791.73
Total Slippage
$1,912,868.41
Invest in this strategy
OOS Start Date
Jan 4, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Leveraged etfs, momentum, regime switching, inverse etfs, tactical rotation, risk-on/risk-off, sector rotation, bonds vs stocks
Tickers in this symphonyThis symphony trades 28 assets in total
Ticker
Type
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
DUST
Direxion Daily Gold Miners Index Bear 2X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X Shares
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.

"WAMgasm Backtest mod | BT 1/1/2016" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"WAMgasm Backtest mod | BT 1/1/2016" is currently allocated toDRV, FAZ, SPXS, EDZ, SRTY, DUST, LABDandTZA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WAMgasm Backtest mod | BT 1/1/2016" has returned 34.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "WAMgasm Backtest mod | BT 1/1/2016" is 44.48%. 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 "WAMgasm Backtest mod | BT 1/1/2016", 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.