Skip to Content
Symphonies
WAMgasm Backtest mod | BT 1/1/2016
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

An aggressive, rules-based rotation. It compares stock vs bond strength and a bond trend check to buy the fastest-rising leveraged ETFs (or their inverse). Blends momentum and mean reversion, equal-weights selections. Very high risk/volatility.
NutHow it works
Your money is split across mini-systems. Each checks: are stocks stronger than bonds (IWM vs IEF)? Is long Treasuries (TMF) trending? RSI is a 0–100 “heat” score of recent buying; high = strong. If risk-on, it buys the fastest-rising leveraged ETFs in tech/Nasdaq (TECL, TQQQ), S&P 500 (UPRO), small caps (TNA/URTY), semis (SOXL), biotech (LABU), real estate (DRN), EM (EDC), gold miners (NUGT). If risk-off, it buys inverse versions (SPXS/SPXU, TZA/SRTY, DRV, FAZ, LABD, EDZ, DUST) or shorts bonds (TYO/TMV). Sometimes, when TMF isn’t strong, it buys recent laggards for snap-backs. It picks 1–3 and weights them equally.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher upside: ~32.5% annualized vs SPY ~22.8%, with Calmar ~0.73. Using regime-switching and momentum, it targets strong long-run returns and disciplined risk vs the S&P 500, even with larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.870.90.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
302.85%13.7%6.16%5.09%0.81
WAMgasm Backtest mod | BT 1/1/2016
631,589.68%123.96%-4.62%15.12%1.61
Initial Investment
$10,000.00
Final Value
$63,168,968.34
Regulatory Fees
$328,602.24
Total Slippage
$2,318,116.74
Invest in this strategy
OOS Start Date
Jan 4, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, momentum + mean reversion, leveraged/inverse etfs, sector rotation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 28 assets in total
Ticker
Type
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
DUST
Direxion Daily Gold Miners Index Bear 2X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FAZ
Direxion Daily Financial Bear 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X 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.

"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 41.49%. 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, and options.