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

About

A daily, rules‑based “risk‑on/risk‑off” system. It buys tech‑heavy stock funds in uptrends or after sharp drops, shifts to cash/bonds/shorts in downtrends, and uses KMLM/alternatives as a diversifier and trend gauge, with simple overbought/oversold checks.
NutHow it works
It rebalances daily into three sleeves: 1) stocks (often tech, sometimes 2x/3x) when the market is trending up or very oversold; 2) cash‑like T‑bills, bonds, or ‘short’ funds when trends weaken; 3) diversifiers (managed futures like KMLM, long/short, currencies) when they outpace tech. It uses simple “heat” gauges (RSI): very hot → park in T‑bills; very cold → buy dips. KMLM acts as a trend barometer. It also swaps similar funds to help avoid wash‑sale issues.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.54 vs SPY ~0.96; annualized out-of-sample return ~49% vs ~17%; max drawdown ~12.4% vs ~18.8%. A risk-on/risk-off system with trend signals and managed-futures diversifiers delivers higher, smoother growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.670.730.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.37%13.4%-0.15%0.4%0.8
Wash Sale 1 Inv Vol
1,625.98%109.43%1.54%6.19%3.16
Initial Investment
$10,000.00
Final Value
$172,598.05
Regulatory Fees
$806.44
Total Slippage
$5,037.14
Invest in this strategy
OOS Start Date
Oct 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, volatility targeting, leveraged etfs, managed futures, risk-on/risk-off, tax-aware rotation
Tickers in this symphonyThis symphony trades 61 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ALTY
Global X Funds Global X Alternative Income ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CLSE
Convergence Long/Short Equity ETF
Stocks
CTA
Simplify Managed Futures Strategy ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EEV
ProShares Trust UltraShort MSCI Emerging Markets
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FXE
Invesco CurrencyShares Euro Currency Trust
Stocks
IAU
iShares Gold Trust
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.

"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 toREW, UDN, EEM, USDU, VOO, CTA, UST, QID, SDSandTBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Wash Sale 1 Inv Vol" has returned 48.83%. 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, and options.