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Symphonies
Wash Sale 1 Inv Vol
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical, risk‑managed portfolio. It parks in T‑bills when stocks look overheated, owns fast‑moving stock funds in uptrends, and switches to hedges/alternatives if stress rises (using KMLM as a crisis gauge). Uses inverse‑vol sizing and wash‑sale‑aware “parking.”
NutHow it works
Each day it asks three things: 1) Is the market “hot”? A short‑term hot/cold meter (RSI, 0–100) above ~80 ⇒ park in T‑bills (SGOV/SHV). 2) Is the long‑term trend up? (SPY above 200‑day avg.) If yes, hold fast‑moving stock funds (some 2–3x). 3) Is KMLM (a managed‑futures fund—good in crises) strong? If yes, lean defensive (hedges/bonds/alternatives). Positions are sized by recent volatility.
CheckmarkValue prop
Daily tactical strategy beats the S&P on risk and downside: oos Sharpe ~1.56 vs ~0.95, Calmar ~4.30, max drawdown ~12.45% vs ~18.76%, and oos annualized return ~53.6% vs ~17.6% for the S&P.

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Invest in this strategy
OOS Start Date
Oct 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, trend + momentum, risk-on/off, leveraged etfs, managed futures signal (kmlm), volatility-aware sizing, tax/wash-sale aware
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"Wash Sale 1 Inv Vol" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Wash Sale 1 Inv Vol" is currently allocated toEEV, ROM, VOO, QLDandSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Wash Sale 1 Inv Vol" has returned 53.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Wash Sale 1 Inv Vol" is 12.45%. 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 "Wash Sale 1 Inv Vol", 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.