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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 (mostly QQQ) when Tech/credit/transports look strong and defense (XLP/XLU or tail‑risk CAOS) when managed‑futures (KMLM) lead; may briefly use UVXY during volatility spikes. Signals are simple recent‑strength scores.
NutHow it works
Daily, it asks: is big Tech (XLK) showing more short‑term strength than a managed‑futures fund (KMLM, a trend‑follower across commodities, currencies, and rates)? If yes, go risk‑on: favor Nasdaq (QQQ) when transports lead or credit looks firm; else use defensive sectors (XLP, XLU). If not, go crash‑mode: default to a tail‑risk fund (CAOS), sometimes grab brief volatility spikes (UVXY) or a quick QQQ rebound. Uses a simple 0–100 recent‑strength score.
CheckmarkValue prop
Nearly identical risk‑adjusted return (Sharpe ~2.04) with far better downside protection: out‑of‑sample max drawdown ~4.1% vs SPY ~5.1% and Calmar ~4.43. More durable gains through regime switching and tactical hedges, even if raw return is a touch below the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.490.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
83.09%22.7%-0.15%0.4%1.44
(A) Unlevered KMLM/IYT/CORP 100% Win Rate BIL (43/6 2023) 14 STD
147.7%35.91%-0.02%0.72%2.52
Initial Investment
$10,000.00
Final Value
$24,770.04
Regulatory Fees
$77.86
Total Slippage
$489.15
Invest in this strategy
OOS Start Date
Jul 8, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, regime switching, momentum, sector rotation, volatility hedge, managed futures, daily rebalance
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
CAOS
Alpha Architect Tail Risk ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
IYT
iShares U.S. Transportation ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

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

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

Year-to-date, the symphony has returned 17.18%. 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, and options.