Skip to Content
Symphonies
BTAL HIBL KMLM
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

All-in, two‑state switch. If BTAL’s 20‑day strength score beats KMLM’s 10‑day score, buy HIBL (3× high‑beta S&P 500). Otherwise, hold KMLM (managed‑futures trend follower). Very aggressive when in HIBL; diversified when in KMLM.
NutHow it works
It checks a simple “strength score” (RSI) on two funds: BTAL (a defensive, anti‑beta stock strategy) over 20 days and KMLM (a managed‑futures trend follower) over 10 days. RSI runs 0–100; higher = stronger recent gains. If BTAL’s score is higher, it puts 100% into HIBL, a very volatile 3× fund tied to the most volatile S&P 500 stocks (often tech/consumer/financials). Otherwise, it holds KMLM. It only switches when that signal flips.
CheckmarkValue prop
Potentially higher upside than the S&P: 33.3% out-of-sample return vs ~20% for the S&P, via regime-switching into high-beta stocks and diversified managed futures. Expect more volatility and larger drawdowns, but potential for stronger alpha.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.512.170.390.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
106.55%14.62%9.27%4.88%0.89
BTAL HIBL KMLM
3,395.26%95.1%0.78%23.78%1.42
Initial Investment
$10,000.00
Final Value
$349,525.66
Regulatory Fees
$679.17
Total Slippage
$4,133.56
Invest in this strategy
OOS Start Date
Sep 5, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, momentum/rsi, leveraged equities, managed futures, trend following, risk-on/off switch
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy 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.

"BTAL HIBL KMLM" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BTAL HIBL KMLM" is currently allocated toKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BTAL HIBL KMLM" has returned 44.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BTAL HIBL KMLM" is 66.96%. 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 "BTAL HIBL KMLM", 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.