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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

Buys dips in 3x stock funds when markets are calm and hides in short‑term Treasuries when choppy. Picks the most “oversold” fund by RSI, using WTMF’s 21‑day volatility to define calm vs choppy, with a middle regime that splits with SHY.
NutHow it works
UPRO = 3x S&P 500, TQQQ = 3x Nasdaq‑100 (big tech tilt), SHY = short‑term Treasuries, WTMF = managed‑futures (used as a calmness meter). It checks how bouncy WTMF has been over ~21 days. If very calm (<1%), buy the one with the lowest RSI (a 0–100 “recent‑fall” score) among UPRO/TQQQ/SHY. If somewhat calm (<2%), split 50/50 between that pick and SHY. If choppy (≥2%), stay in SHY. Two calmness checks (1% and 2%) are averaged for smoother moves.
CheckmarkValue prop
Out-of-sample annualized return ~47% vs SPY ~20%, by buying dips in calm markets with 3x leveraged ETFs and hedging with Treasuries. Potentially higher upside than the S&P in steady times, but expect larger drawdowns in stressed markets.

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Invest in this strategy
OOS Start Date
May 10, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Leveraged etf timing, rsi dip-buying, volatility filter, risk-on/risk-off, treasuries hedge, managed futures vol proxy
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
WTMF
WisdomTree Managed Futures Strategy Fund
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.

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

Year-to-date, "WTMF New Simple Fund Surfing" has returned 37.80%. 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, and options.