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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 short‑term, rules‑based swing strategy. It sells market “pops” by moving to UVXY (volatility) and buys sharp “dips” with 3x tech/semis/S&P funds. Otherwise, it toggles between a tech/short‑vol tilt (TECL/SVIX) and a calmer KMLM/FTLS/UUP mix.
NutHow it works
It watches a quick “too hot/too cold” gauge (RSI) on market and sector funds. If things look overheated, it flips into UVXY (a fund that jumps when stocks drop). If they look washed out, it buys 3x bull funds like TECL (tech), SOXL (semis), or SPXL (S&P 500). If no clear signal, it either picks TECL or SVIX (short volatility) when tech is leading, or rotates into calmer diversifiers led by KMLM (managed‑futures), FTLS (long/short), and UUP (U.S. dollar).
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.22 vs 1.03, annualized return 82% vs 18%, Calmar 2.99 vs ~1.0. A rules-based, dynamic mix of leveraged bulls, volatility plays, and macro diversifiers designed to outperform the S&P 500 on risk-adjusted terms.

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Invest in this strategy
OOS Start Date
Aug 19, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical swing, mean reversion, volatility etps, leveraged etfs, sector rotation, managed futures, short volatility, risk-on/risk-off
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures 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.

"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 toUUP, FTLSandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "911-KMLM switcher-HR" has returned 93.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "911-KMLM switcher-HR" is 27.51%. 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, and options.