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

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

About

All-or-nothing switch between a 3× high‑beta U.S. stock fund (HIBL) and a managed‑futures fund (KMLM), based on which looks stronger: BTAL’s 20‑day strength reading vs KMLM’s 10‑day reading.
NutHow it works
It compares two “strength” gauges (RSI, a 0–100 read of recent up vs down days). Gauge A = BTAL over 20 days (a defensive fund that does well when low‑risk stocks beat high‑risk). Gauge B = KMLM over 10 days (a trend‑following managed‑futures fund). If A > B, it puts 100% into HIBL (a 3×, high‑volatility U.S. stock fund). Otherwise it holds KMLM. It owns only one at a time and switches when the condition flips.
CheckmarkValue prop
Out-of-sample edge: 32.3% annualized return vs SPY 20.7%, via an RSI-based switch between high-beta equities and managed futures. Higher upside with diversification; but be ready for large drawdowns (~67%), so it suits investors with high risk tolerance.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.52.260.40.64
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
98.32%14.83%1.36%5.73%0.89
BTAL HIBL KMLM
2,607.14%94.65%4.17%3.21%1.39
Initial Investment
$10,000.00
Final Value
$270,713.96
Regulatory Fees
$595.54
Total Slippage
$3,633.57
Invest in this strategy
OOS Start Date
Sep 5, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, momentum/rsi signal, risk-on/risk-off, leveraged equities, managed futures, market-neutral indicator, high risk, concentrated
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 32.32%. 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, crypto, and options.