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Symphonies
Bring The ETF Heat(©K) v1.2 42 | 10 | 2021
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses KMLM (managed‑futures) above/below its 200‑day average to switch risk. In uptrends, equal‑weights the 7 strongest ETFs (mostly energy/commodities). In downtrends, holds one oversold defensive ETF (bonds or defensive sectors). Daily rebalance.
NutHow it works
It flips between offense and defense using KMLM, a managed‑futures ETF, as a trend signal. If KMLM’s price is above its 200‑day average (long‑term uptrend), it buys 7 ETFs with the highest 14‑day RSI (a 0–100 recent‑strength score) from a list tilted to energy/commodities. If not, it holds 1 defensive ETF (bonds or defensive sectors) with the lowest 10‑day RSI, aiming for a bounce. Rebalanced daily.
CheckmarkValue prop
Out-of-sample results suggest this strategy improves risk-adjusted returns by riding energy/commodity uptrends and protecting capital in downtrends with a single oversold defensive pick; daily regime switching aims to reduce drawdowns vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.520.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
71.15%12.5%6.16%5.09%0.76
Bring The ETF Heat(©K) v1.2 42 | 10 | 2021
357.21%39.52%4.92%29.12%1.76
Initial Investment
$10,000.00
Final Value
$45,720.71
Regulatory Fees
$234.86
Total Slippage
$1,413.14
Invest in this strategy
OOS Start Date
Apr 6, 2026
Trading Setting
Daily
Type
Stocks
Category
Momentum, trend filter, managed futures, commodities, energy, sector rotation, defensive bonds, mean reversion, daily rebalance
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
ANGL
VanEck Fallen Angel High Yield Bond ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CRAK
VanEck Oil Refiners ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
EWZ
iShares MSCI Brazil ETF
Stocks
GUNR
FlexShares Global Upstream Natural Resources Index Fund
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LIT
Global X Lithium & Battery Tech ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
OIH
VanEck Oil Services 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 toUFO, DBA, EWZ, XTL, LIT, GUNRandXBI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 50.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 1.99%. 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.