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Symphonies
10D RSI KMLM < 70; 10D RSI SMH > 10D RSI KMLM
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Mostly sits in cash/T‑bills. Only when semiconductors show stronger short‑term momentum than managed futures—and KMLM isn’t “too hot”—it makes a small (~25%) bet on 3x tech (TECL). Otherwise it stays defensive.
NutHow it works
It watches a 10‑day RSI (a 0–100 score of recent up vs down days). KMLM = managed‑futures mix; SMH = semiconductor stocks; TECL = 3x daily tech; BIL = T‑bills. • If KMLM’s RSI < 70 and SMH’s RSI > KMLM’s, it takes only a small (~25%) position in TECL. • Otherwise, it holds BIL and keeps most money in cash‑like assets.
CheckmarkValue prop
Out-of-sample edge: 26.72% annualized return vs SPY's 18.53%, powered by a cash/BIL backbone and a regime-driven tech tilt. Delivers higher growth with diversification, but may endure larger drawdowns in stressed markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.591.580.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
94.96%13.63%-1.77%0.2%0.84
10D RSI KMLM < 70; 10D RSI SMH > 10D RSI KMLM
3,751.75%101.1%2.91%-16.62%1.7
Initial Investment
$10,000.00
Final Value
$385,174.70
Regulatory Fees
$878.32
Total Slippage
$5,893.18
Invest in this strategy
OOS Start Date
Aug 23, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical momentum,risk-on/risk-off,leveraged tech,semiconductors signal,managed futures filter,cash/t-bills
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
TECL
Direxion Daily Technology Bull 3x 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 10.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 45.74%. 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 the symphony, 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.