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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‑octane ETF rotator. It uses simple stock‑and‑bond “heat” gauges to flip between bullish or bearish leveraged funds, then buys two recent movers (or laggards). Very active and risky.
NutHow it works
Each day it reads simple “heat gauges” (RSI: 0–100; higher = hotter). Step 1: if the S&P 500 looks very hot, it also checks long‑bond strength. Step 2: it decides risk‑on or risk‑off by seeing whether small‑caps are hotter than Treasuries. Then it picks 2 aggressive funds (or their bearish versions) with the strongest or weakest 4‑day moves and splits the money. Rebalanced daily.
CheckmarkValue prop
Out-of-sample annualized return ~75%, alpha ~0.34, Calmar ~1.77, Sharpe ~1.31 vs S&P: higher risk-adjusted upside from daily regime shifts in leveraged ETFs with built-in risk-on/off toggles.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.280.970.090.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
71.87%15.14%-1.77%0.2%0.91
WAMmer Time | Strychnine
13,739.27%260.91%7.55%27.45%2.63
Initial Investment
$10,000.00
Final Value
$1,383,926.69
Regulatory Fees
$6,687.79
Total Slippage
$40,392.44
Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Daily leveraged etf rotation, rsi heat checks, momentum/contrarian toggle, risk-on/off, long & short
Tickers in this symphonyThis symphony trades 18 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
PSQ
ProShares Short QQQ
Stocks
SH
ProShares Short S&P500
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPXS
Direxion Daily S&P 500 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.

"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 toSPXLandURTY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WAMmer Time | Strychnine" has returned 91.06%. 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.