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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 rotation that prefers QQQ when conditions look healthy, moves to defensive sectors when signals weaken, and in riskier regimes uses volatility (UVXY) or a tail‑risk fund (CAOS), occasionally flipping to QQQ after fear spikes.
NutHow it works
Each day it asks: is “big tech” stronger than trend‑following? If yes, it mostly owns QQQ (Nasdaq‑100). If warning signs appear (weak transports or weak credit), it shifts to defensive sectors (consumer staples XLP, utilities XLU). If trend‑following is stronger, it runs a crash‑hedge playbook: buy UVXY (volatility) when fear is rising; otherwise hold a tail‑risk fund (CAOS) unless that fund just spiked, in which case it briefly owns QQQ.
CheckmarkValue prop
Out-of-sample, this strategy offers a durable risk-adjusted edge: 18.13% annualized return, 4.09% max drawdown, Calmar 4.43, Sharpe ~2.04 - strong upside with tighter downside than the S&P’s 5.07% drawdown.

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Invest in this strategy
OOS Start Date
Jul 8, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum rotation, sector rotation, volatility timing, defensive tilt, tail-risk hedging, cross-asset signals
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 15.91%. 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.