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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 leveraged stock funds only when they’re more “sold off” than safe bonds and markets look calm. Uses WTMF’s volatility to size risk: calm = 100% in the most dipped fund; somewhat choppy = 50/50 with SHY; very choppy = all in SHY.
NutHow it works
UPRO/TQQQ are 3× stock funds (S&P 500, Nasdaq‑100). SHY is short‑term US Treasuries. WTMF is a managed‑futures ETF used as a volatility thermometer. RSI is a 0–100 “dip” score (lower = more sold off). Each day: - If WTMF’s 21‑day volatility <1%, buy the one fund with the lowest 21‑day RSI among UPRO, TQQQ, SHY. - If it’s between 1% and 2%, go 50% that pick, 50% SHY. - If ≥2%, stay 100% in SHY.
CheckmarkValue prop
Out-of-sample return ~35% vs SPY ~20%; levered dip bets (UPRO/TQQQ) with a volatility gate and SHY hedge deliver big upside in calm markets while controlling risk in turbulence. Drawdowns ~55%, Calmar ~0.64 signals a strong risk-adjusted edge.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.22.330.690.83
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
645.96%14%0.09%13.88%0.85
WTMF New Simple Fund Surfing
62,113.09%52.1%8.97%20.96%1.12
Initial Investment
$10,000.00
Final Value
$6,221,309.37
Regulatory Fees
$13,381.18
Total Slippage
$110,149.16
Invest in this strategy
OOS Start Date
May 10, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Mean-reversion, volatility filter, leveraged etfs, rsi, risk-on/risk-off, us equities, treasuries, 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 toSHY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "WTMF New Simple Fund Surfing" has returned 35.42%. 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.