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Symphonies
WTMF New Simple Fund Surfing
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

When market volatility is low, buy the most beaten‑down of two 3x stock funds (S&P 500 or Nasdaq). When it’s moderate, split 50/50 with short‑term Treasuries. When it’s high, sit in Treasuries. Signals use 21‑day readings and a 5% no‑trade band.
NutHow it works
It checks how “calm” markets are using a 21‑day volatility reading from WTMF (a managed‑futures fund). If very calm (<1%), it buys whichever is most “beaten‑down” over ~1 month: UPRO (3x S&P 500), TQQQ (3x Nasdaq‑100), or SHY (short‑term Treasuries). If somewhat calm (<2%), it goes half into that pick and half into SHY. If choppy (≥2%), it stays in SHY. RSI here is a simple “recent losing‑streak” score: lower = more beaten‑down. A 5% band reduces trading.
CheckmarkValue prop
Out-of-sample edge: ~50% annualized return vs ~20% S&P, with competitive risk metrics (Sharpe ~1.01, Calmar ~0.90). A volatility-driven tilt to beaten-down equities/Treasuries offers higher upside in calm markets—watch for larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.222.330.690.83
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
580.17%13.82%1.36%5.73%0.84
WTMF New Simple Fund Surfing
61,716.99%54.35%6.76%35.13%1.14
Initial Investment
$10,000.00
Final Value
$6,181,698.94
Regulatory Fees
$14,734.91
Total Slippage
$93,048.91
Invest in this strategy
OOS Start Date
May 10, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, rsi dip-buying, volatility filter, leveraged etfs, us equities, nasdaq-100, treasuries
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.

"WTMF New Simple Fund Surfing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"WTMF New Simple Fund Surfing" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WTMF New Simple Fund Surfing" has returned 49.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "WTMF New Simple Fund Surfing" is 55.50%. 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 "WTMF New Simple Fund Surfing", 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.