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wash sale season
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

Tactical, rules-based rotation. If semiconductors are washed out, buy the most beaten-down tech/growth index for about two‑thirds and keep the rest in cash. Otherwise, own growth stocks during S&P 500 uptrends and move to T‑bills when the market looks hot or weak.
NutHow it works
1) If chip stocks (SMH) have fallen hard recently (its 10‑day “heat” score is very low), put about two‑thirds into whichever of these has dropped the most lately: VTI, ONEQ, XLK, SMH, or IVW. Leave the rest in cash. 2) Otherwise, use the S&P 500 (VOO) as a guide: if it looks very hot short‑term, sit in T‑bills (BIL). If it’s not hot and is in a long‑term uptrend, own growth stocks (VUG). If not in an uptrend, use BIL.
CheckmarkValue prop
Disciplined, rules-based rotation: participate in growth in uptrends, park in cash when the market heats up, and opportunistically buy beaten-down semis for mean reversion. Near-market beta with risk protection vs pure SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.090.630.480.69
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
591.66%14.81%2.19%5.01%0.91
1,035.32%18.94%0.32%2.39%1.21
Initial Investment
$10,000.00
Final Value
$113,531.96
Regulatory Fees
$517.15
Total Slippage
$3,496.58
Invest in this strategy
OOS Start Date
Jan 1, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, momentum, mean reversion, trend following, rsi-based, tech and growth tilt, risk-on/risk-off, etfs
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IVW
iShares S&P 500 Growth ETF
Stocks
ONEQ
Fidelity Nasdaq Composite Index ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
VOO
Vanguard S&P 500 ETF
Stocks
VTI
Vanguard Total Stock Market ETF
Stocks
VUG
Vanguard Growth ETF
Stocks
XLK
State Street Technology Select Sector SPDR 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.

"wash sale season" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"wash sale season" is currently allocated toVUG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "wash sale season" has returned 15.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "wash sale season" is 19.67%. 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 season", 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.