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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

Only buy a 3× tech fund when semiconductor momentum beats a managed‑futures fund and that fund isn’t overheated (RSI<70). Otherwise sit in T‑bills. High risk when invested; conservative otherwise.
NutHow it works
RSI = a 0–100 score of how “hot” recent price moves are (higher = hotter). The strategy: - If KMLM (a managed‑futures fund) has RSI below 70 and SMH (semiconductor stocks) has a higher RSI than KMLM, buy TECL (a 3× tech fund). - Else, hold BIL (T‑bills). Semis often lead tech, so SMH is the signal; KMLM is a broad trend barometer. TECL is very volatile.
CheckmarkValue prop
Out-of-sample edge: ~25.5% annualized return vs SPY ~19%, Calmar ~0.56—solid risk-adjusted upside. Expect higher volatility and ~46% drawdown, but gains when semis lead tech vs a lagging S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.641.570.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.32%14.83%1.36%5.73%0.89
10D RSI KMLM < 70; 10D RSI SMH > 10D RSI KMLM
4,297.9%114.69%-18.77%1.89%1.82
Initial Investment
$10,000.00
Final Value
$439,789.80
Regulatory Fees
$761.39
Total Slippage
$5,110.69
Invest in this strategy
OOS Start Date
Aug 23, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, momentum (rsi), leveraged tech etf, risk-on/risk-off, cash/t-bills, semiconductors signal
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.

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

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

Year-to-date, the symphony has returned 25.49%. 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, crypto, and options.