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Symphonies
WAMmer Time
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, two-sleeve rotation that uses simple “heat” checks on stocks and bonds to flip between bull or bear leveraged ETFs, then picks either the short‑term winner (momentum) or loser (contrarian). Concentrated, fast-moving, with ~10% cash.
NutHow it works
Daily steps: - RSI (a quick “heat” score of recent buying vs selling) on SPY. If SPY is very strong, also check long‑bond heat (TMF). - Compare bonds (IEF) vs small‑caps (IWM) to choose risk‑on bulls or risk‑off bears. - In two equal sleeves, buy 1 ETF each: the recent 4‑day winner (momentum) or loser (contrarian). Bulls include TECL/TQQQ (tech), SOXL (semis), LABU (biotech), URTY (small‑caps), DRN (real estate), TMF (bonds). Bears are their inverse (PSQ, SH, SRTY, DRV, TMV, etc). ~10% cash.
CheckmarkValue prop
Out-of-sample annualized return ~115% with Calmar ~2.82 and Sharpe ~1.32, offering strong risk-adjusted upside vs the S&P 500. Note higher drawdowns (~41%). A regime-based two-sleeve rotation aims to capture market trends.

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Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, leveraged etfs, momentum and mean reversion, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
HIBS
Direxion Daily S&P 500 High Beta 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
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SH
ProShares Short S&P500
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.

"WAMmer Time" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"WAMmer Time" is currently allocated toHIBSandLABD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WAMmer Time" has returned 145.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "WAMmer Time" is 40.75%. 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 "WAMmer Time", 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.