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Symphonies
(A) Unlevered KMLM/IYT/CORP 100% Win Rate BIL (43/6 2023) 14 STD
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it flips between growth (QQQ), defensives (XLP/XLU), a volatility hedge (UVXY), or a crash‑hedge (CAOS) using short‑term strength (RSI). Tech vs managed‑futures (KMLM) sets risk‑on/off; transports and corporate bonds confirm.
NutHow it works
Each day it asks: Is tech (XLK) stronger than a trend‑following futures fund (KMLM)? RSI = a 0–100 short‑term strength score. If yes, favor growth (QQQ/Nasdaq‑100) unless transports (IYT) lag the market (SPY) and credit (CORP) is soft—then use defensives (XLP=staples, XLU=utilities). If no, go to storm mode: if the tape is overheated (SPY/TQQQ) and volatility (UVXY) is rising, buy UVXY; else flip between QQQ and a crash‑hedge (CAOS) by CAOS’s 1‑week trend. It may split across picks.
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted returns: Sharpe 2.40 vs 2.23, lower drawdown (4.1% vs 5.1%), Calmar 6.09, ~25% annualized upside with steadier risk than the S&P 500 (~27%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.510.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
82.36%24.74%1.36%5.73%1.52
(A) Unlevered KMLM/IYT/CORP 100% Win Rate BIL (43/6 2023) 14 STD
145.92%39.24%0.72%4.46%2.61
Initial Investment
$10,000.00
Final Value
$24,592.08
Regulatory Fees
$72.84
Total Slippage
$454.64
Invest in this strategy
OOS Start Date
Jul 8, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum (rsi) rotation, sector rotation, risk-on/risk-off, volatility hedge, managed-futures signal, daily rebalance
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 toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 4.09%. 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.