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Symphonies
241007 BASE KMLM SVIX BSC v2 TEC/SOX/HIB Baller v BIL *SSL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, high‑octane ETF strategy that swings between leveraged tech/semis bulls and bears using “hot/cold” signals plus bond and volatility checks, and parks in T‑bills when conditions aren’t friendly.
NutHow it works
Each day it checks the backdrop first: is volatility calm (SVIX, an inverse VIX fund, is firm) and is Tech not too hot vs KMLM (a trend‑following managed‑futures fund)? If not, it holds T‑bills (BIL). If yes, bond/credit trends pick a bull or bear stance. Then a “hot/cold” meter (RSI) on TQQQ (3× Nasdaq) and recent 1–6 day moves drive tactics: - Washed‑out → buy TECL/SOXL/HIBL (3× Tech/Semis/High‑Beta). - Overheated or big pop → use UVXY/TECS/SOXS/HIBS (hedges) or step back to T‑bills. Bond cues can add or cut long‑Treasury exposure.
CheckmarkValue prop
Out-of-sample edge: 19.01% annualized vs SPY 17.72% and +0.37% alpha. Calmar ~0.78 signals solid risk-adjusted gains; hedged, disciplined, dynamic exposure to tech/semis. Note higher drawdown (~24.5%) vs SPY for bigger upside.

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Invest in this strategy
OOS Start Date
Nov 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, leveraged tech/semis, volatility timing, trend and mean‑reversion, bond/credit filters, daily rebalance
Tickers in this symphonyThis symphony trades 35 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
QID
ProShares UltraShort QQQ
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 19.01%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 24.47%. 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.