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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

Aggressive daily rotation that picks 2 leveraged ETFs tied to US stocks or Treasuries using short‑term momentum and risk‑on/off checks; can flip into inverse funds when conditions turn risk‑off. Very volatile and high turnover.
NutHow it works
Each day it checks market “heat” using RSI (a speed‑of‑gains gauge: high=hot, low=weak). If the S&P 500 looks very hot, it also checks long‑term Treasury strength. It then compares bonds vs small‑caps to decide risk‑on or risk‑off, and picks 2 funds: either the strongest leveraged stock/treasury funds (trend) or, in other cases, the recent laggards or inverse funds (contrarian). Positions are equal‑weighted and rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: Calmar 1.77, Sharpe 1.31, OOS annualized return ~74.6%, beating SPY on risk-adjusted basis. Note higher drawdowns (~42% vs SPY’s ~19%) from dynamic 2x/3x ETF rotation.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.290.970.090.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
74.56%15.75%0.54%-0.34%0.94
WAMmer Time | Strychnine
13,782.37%265.09%26.67%29.72%2.65
Initial Investment
$10,000.00
Final Value
$1,388,237.08
Regulatory Fees
$6,527.07
Total Slippage
$39,434.84
Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf rotation, momentum/mean‑reversion, daily rebalance, tactical long/short, us equities, treasuries
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 toTMF, HIBLandURTY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WAMmer Time | Strychnine" has returned 96.55%. 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, and options.