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

About

A daily, high‑risk rotation in leveraged and inverse ETFs. It checks stock and bond “heat,” decides risk‑on/off (small‑caps vs Treasuries), then either rides recent winners or bets on short‑term reversals, holding the top 2 picks equally.
NutHow it works
Every day it reads two “heat gauges” (RSI): SPY (10‑day) and TMF (14‑day). RSI is a 0–100 speedometer; higher = stronger recent gains. It then compares small‑caps (IWM) vs Treasuries (IEF) to judge risk‑on/off. It picks 2 ETFs: either riding the best short‑term winners or betting on a pullback with inverse funds. Uses leveraged funds: TECL/TQQQ/SPXL/URTY/DRN/TMF (3x tech/Nasdaq/S&P/small‑caps/real estate/long bonds), PSQ/SH/SPXS (inverse S&P/Nasdaq), TYO/TMV/DRV (inverse bonds/RE), plus HIBL/HIBS (3x high‑beta S&P) and TARK (2x ARK). ~90% invested; rebalances daily. High risk.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~72% annualized return vs ~23% for the S&P, with Calmar ~1.70 and positive alpha. Expect larger drawdowns (~42%), but far higher growth potential from daily rotations in leveraged/inverse ETFs.

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Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf rotation, momentum and mean reversion, regime filter, daily rebalance, inverse etfs
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SH
ProShares Short S&P500
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPXS
Direxion Daily S&P 500 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.

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

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

Year-to-date, "WAMmer Time | Strychnine" has returned 71.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "WAMmer Time | Strychnine" is 42.13%. 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 | Strychnine", 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.