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 switch: if BTAL’s recent strength beats KMLM’s, jump into HIBL (3× high‑beta S&P 500). Otherwise stay in KMLM (diversifying managed‑futures). Very high risk when in HIBL; more defensive when in KMLM.
NutHow it works
It’s an on/off switch using a simple “speedometer” of recent price moves (RSI: 0–100; higher = more recent up‑moves). It compares BTAL’s last‑month RSI to KMLM’s last‑2‑weeks RSI. If BTAL’s is higher, it puts 100% in HIBL (a very aggressive 3× fund of the most volatile S&P 500 stocks). Otherwise it holds KMLM (a trend‑following fund across commodities, currencies, and bonds). Switches only when that test flips.
CheckmarkValue prop
Out-of-sample edge: 33.28% annualized return vs SPY ~20.09%, via switches between 3x high-beta and trend-following. Higher upside, but larger drawdowns (66.96%) and lower Sharpe (~0.75) than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.532.240.40.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
99.13%14.19%-0.15%0.4%0.87
BTAL HIBL KMLM
3,292.58%97.18%17.43%25.32%1.43
Initial Investment
$10,000.00
Final Value
$339,258.30
Regulatory Fees
$657.27
Total Slippage
$3,997.29
Invest in this strategy
OOS Start Date
Sep 5, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation,momentum timing,leveraged equities,managed futures,rsi signal,risk-on/risk-off
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 Shares
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 47.28%. 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.