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Symphonies
911-KMLM switcher-HR
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, high‑risk switcher: jumps into a fear‑spike fund when stocks look overheated, buys oversold 3× equity funds for rebounds, or rotates into managed futures/dollar/long‑short/Treasuries when tech leadership fades.
NutHow it works
It watches a short‑term “heat score” (RSI 0–100). If many stock indexes/sectors look very hot (~80+), it flips 100% into UVXY, a fund that jumps when market fear (VIX) spikes. If not, it buys oversold 3× stock funds (tech/semis/S&P) for rebounds. If nothing is oversold, it compares tech (XLK) vs managed futures (KMLM): if tech wins, pick TECL or SVIX (short VIX), else hold a steadier mix from KMLM/UUP/FTLS/Treasuries/vol.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.36 vs 1.01, Calmar 3.71, and annualized return 100.8% vs S&P 18.2%. Tactical volatility- and oversold-rebound rotations offer superior risk-adjusted growth, with higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.541.50.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.22%14.25%1.36%5.73%0.83
911-KMLM switcher-HR
29,647.18%379.97%-2.59%-17.07%2.84
Initial Investment
$10,000.00
Final Value
$2,974,718.07
Regulatory Fees
$8,735.34
Total Slippage
$57,408.32
Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, volatility (vix), rsi signals, mean reversion, trend/rotation, managed futures, risk-on/risk-off, tactical timing
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.

"911-KMLM switcher-HR" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"911-KMLM switcher-HR" is currently allocated toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "911-KMLM switcher-HR" has returned 100.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "911-KMLM switcher-HR" is 27.16%. 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 "911-KMLM switcher-HR", 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.